+199.8%
TER vs MRK
+84.5%
+115.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.8% | +5.3% |
| 7D | +0.6% | +1.3% | -0.8% | +0.7% |
| 30D | -8.3% | +17.1% | -25.5% | -6.9% |
| 3M | -12.2% | +25.9% | -38.2% | -11.1% |
| 6M | +17.0% | +26.8% | -9.8% | +18.5% |
| YTD | +84.6% | +44.9% | +39.7% | +86.5% |
| 1Y | +199.8% | +84.8% | +115.0% | +205.6% |
| All | +199.8% | +84.5% | +115.3% | +205.6% |
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