+14.8%
SPY vs MRK
+87.2%
-72.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.3% | +1.5% |
| 7D | -0.7% | +6.7% | -7.4% | -0.9% |
| 30D | -1.0% | +7.8% | -8.8% | -1.2% |
| 3M | -0.3% | +18.2% | -18.5% | -0.7% |
| 6M | +7.3% | +34.7% | -27.3% | +6.1% |
| YTD | +13.3% | +45.8% | -32.5% | +11.5% |
| 1Y | +14.8% | +84.6% | -69.8% | +11.0% |
| All | +14.8% | +87.2% | -72.4% | +11.0% |
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