+2,993.7%
SHOP vs MRK
+230.6%
+2,763.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.8% |
| 7D | -11.2% | -4.3% | -7.0% | -10.4% |
| 30D | -14.4% | +8.3% | -22.7% | -15.9% |
| 3M | +16.6% | +20.0% | -3.5% | +11.8% |
| 6M | -0.6% | +25.7% | -26.2% | -5.8% |
| YTD | -20.0% | +38.7% | -58.7% | -26.6% |
| 1Y | -11.2% | +74.7% | -85.9% | -23.5% |
| 3Y | +99.5% | +45.4% | +54.1% | +75.7% |
| 5Y | -13.2% | +129.0% | -142.3% | -39.7% |
| All | +2,993.7% | +230.6% | +2,763.1% | +1,968.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling