-11.2%
SHOP vs MRK
+104.6%
-115.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.2% |
| 7D | -1.2% | +0.7% | -1.9% | -1.2% |
| 30D | -14.7% | +0.3% | -15.0% | -14.7% |
| 3M | -7.2% | +9.7% | -16.9% | -6.7% |
| 6M | +54.2% | +32.0% | +22.2% | +56.5% |
| YTD | -8.6% | +43.3% | -51.9% | -7.4% |
| 1Y | +0.5% | +63.7% | -63.2% | +1.9% |
| 3Y | +135.9% | +58.0% | +77.9% | +134.1% |
| All | -11.2% | +104.6% | -115.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling