+476.5%
V vs MRK
+226.6%
+250.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +6.3% | +3.5% | +2.8% | +5.0% |
| 3M | +17.2% | +11.2% | +5.9% | +12.1% |
| 6M | +29.2% | +32.5% | -3.2% | +15.6% |
| YTD | +20.8% | +42.5% | -21.7% | +4.6% |
| 1Y | +25.0% | +65.4% | -40.4% | +2.0% |
| 3Y | +75.3% | +58.8% | +16.5% | +40.6% |
| 5Y | +105.8% | +103.9% | +2.0% | +43.3% |
| All | +476.5% | +226.6% | +250.0% | +226.1% |
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