+1,142.9%
RSP vs MRK
+549.9%
+593.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +0.7% | +2.3% | -1.6% | -0.1% |
| 30D | +3.7% | +1.7% | +2.0% | +2.9% |
| 3M | +0.7% | +13.8% | -13.1% | -4.7% |
| 6M | +9.0% | +34.7% | -25.6% | -3.5% |
| YTD | +16.7% | +43.6% | -26.9% | +0.3% |
| 1Y | +19.0% | +75.7% | -56.7% | -5.5% |
| 3Y | +64.7% | +60.0% | +4.7% | +32.0% |
| 5Y | +49.6% | +105.4% | -55.8% | +6.7% |
| 10Y | +213.2% | +224.1% | -11.0% | +81.9% |
| All | +1,142.9% | +549.9% | +593.0% | +400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling