+8,434.7%
SHOP vs MRK
+267.9%
+8,166.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -5.1% | +1.3% | -6.4% | -5.4% |
| 30D | +0.6% | +17.1% | -16.6% | -3.3% |
| 3M | +25.0% | +25.9% | -0.9% | +17.7% |
| 6M | +11.9% | +26.8% | -14.9% | +4.9% |
| YTD | -9.9% | +44.9% | -54.8% | -19.1% |
| 1Y | 0.0% | +84.8% | -84.9% | -16.8% |
| 3Y | +117.5% | +50.1% | +67.4% | +87.5% |
| 5Y | -6.6% | +127.4% | -134.1% | -35.5% |
| 10Y | +3,320.3% | +240.0% | +3,080.4% | +1,929.8% |
| All | +8,434.7% | +267.9% | +8,166.8% | +4,064.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling