-4.9%
SHOP vs MRK
+87.2%
-92.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.9% | +3.4% | +7.6% |
| 7D | -9.0% | +6.7% | -15.7% | -8.5% |
| 30D | -4.4% | +7.8% | -12.2% | -3.6% |
| 3M | +24.1% | +18.2% | +5.9% | +28.6% |
| 6M | +20.0% | +34.7% | -14.7% | +28.6% |
| YTD | -4.9% | +45.8% | -50.7% | -0.1% |
| 1Y | -4.9% | +84.6% | -89.5% | -5.3% |
| All | -4.9% | +87.2% | -92.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling