+76.5%
SPY vs MRK
+48.0%
+28.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -0.4% | -2.7% | +2.3% | -0.1% |
| 30D | -1.4% | +12.7% | -14.1% | -2.6% |
| 3M | +3.7% | +24.2% | -20.5% | +1.3% |
| 6M | +13.0% | +27.8% | -14.8% | +9.9% |
| YTD | +12.4% | +42.2% | -29.8% | +7.7% |
| 1Y | +18.5% | +80.2% | -61.7% | +9.9% |
| All | +76.5% | +48.0% | +28.5% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling