+8,552.4%
SHOP vs MRK
+263.7%
+8,288.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | -14.7% | +0.3% | -15.0% | -14.8% |
| 3M | -7.2% | +9.7% | -16.9% | -9.4% |
| 6M | +54.2% | +32.0% | +22.2% | +43.1% |
| YTD | -8.6% | +43.3% | -51.9% | -17.8% |
| 1Y | +0.5% | +63.7% | -63.2% | -13.0% |
| 3Y | +135.9% | +58.0% | +77.9% | +99.3% |
| 5Y | -11.9% | +105.0% | -116.9% | -35.5% |
| 10Y | +3,608.8% | +228.6% | +3,380.2% | +2,131.3% |
| All | +8,552.4% | +263.7% | +8,288.6% | +4,133.8% |
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