0.0%
SHOP vs MRK
+84.5%
-84.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.7% |
| 7D | -5.1% | +1.3% | -6.4% | -4.9% |
| 30D | +0.6% | +17.1% | -16.6% | +3.2% |
| 3M | +25.0% | +25.9% | -0.9% | +30.2% |
| 6M | +11.9% | +26.8% | -14.9% | +16.2% |
| YTD | -9.9% | +44.9% | -54.8% | -6.6% |
| 1Y | 0.0% | +84.8% | -84.9% | +3.0% |
| All | 0.0% | +84.5% | -84.5% | +3.0% |
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 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