+314.7%
SPY vs MRK
+230.6%
+84.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.8% | -4.3% | +3.5% | +0.5% |
| 30D | -1.1% | +8.3% | -9.3% | -3.7% |
| 3M | +3.9% | +20.0% | -16.2% | -2.4% |
| 6M | +13.6% | +25.7% | -12.1% | +5.0% |
| YTD | +12.7% | +38.7% | -26.1% | +0.5% |
| 1Y | +17.5% | +74.7% | -57.2% | -3.4% |
| 3Y | +76.9% | +45.4% | +31.5% | +50.9% |
| 5Y | +83.6% | +129.0% | -45.5% | +24.3% |
| All | +314.7% | +230.6% | +84.1% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling