-11.0%
SHOP vs MRK
+77.5%
-88.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.4% |
| 7D | -13.2% | -5.0% | -8.2% | -13.7% |
| 30D | -17.0% | +11.0% | -28.0% | -15.5% |
| 3M | +17.0% | +22.4% | -5.4% | +21.6% |
| 6M | -2.1% | +25.4% | -27.5% | +1.9% |
| YTD | -21.4% | +39.5% | -60.8% | -18.8% |
| 1Y | -11.0% | +78.0% | -88.9% | -8.1% |
| All | -11.0% | +77.5% | -88.4% | -8.1% |
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