+379.1%
V vs MRK
+230.6%
+148.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -1.2% | -4.3% | +3.0% | +0.2% |
| 30D | +3.1% | +8.3% | -5.2% | -0.2% |
| 3M | +16.3% | +20.0% | -3.7% | +8.3% |
| 6M | +20.4% | +25.7% | -5.3% | +9.9% |
| YTD | +6.3% | +38.7% | -32.5% | -6.8% |
| 1Y | +8.7% | +74.7% | -66.0% | -13.0% |
| 3Y | +53.3% | +45.4% | +7.9% | +28.2% |
| 5Y | +71.1% | +129.0% | -58.0% | +10.7% |
| All | +379.1% | +230.6% | +148.5% | +179.5% |
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 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