+3,094.0%
SPY vs MRK
+2,274.2%
+819.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +0.1% | +17.1% | -17.1% | -5.4% |
| 3M | +2.0% | +25.9% | -23.9% | -6.2% |
| 6M | +13.0% | +26.8% | -13.8% | +3.3% |
| YTD | +13.5% | +44.9% | -31.4% | -1.0% |
| 1Y | +20.0% | +84.8% | -64.9% | -4.3% |
| 3Y | +77.2% | +50.1% | +27.1% | +48.6% |
| 5Y | +81.9% | +127.4% | -45.5% | +29.5% |
| 10Y | +314.1% | +240.0% | +74.1% | +153.4% |
| All | +3,094.0% | +2,274.2% | +819.9% | +956.5% |
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