+72.6%
SPY vs MRK
+104.6%
-32.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | -2.0% | +0.3% | -2.2% | -2.0% |
| 3M | -2.8% | +9.7% | -12.4% | -4.2% |
| 6M | +2.1% | +32.0% | -29.8% | -2.5% |
| YTD | +11.5% | +43.3% | -31.8% | +4.8% |
| 1Y | +13.5% | +63.7% | -50.2% | +4.1% |
| 3Y | +77.7% | +58.0% | +19.7% | +59.2% |
| All | +72.6% | +104.6% | -32.1% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling