+67.7%
V vs MRK
+129.3%
-61.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.4% |
| 30D | +1.9% | +12.7% | -10.8% | -0.5% |
| 3M | +13.2% | +24.2% | -11.0% | +8.4% |
| 6M | +16.7% | +27.8% | -11.1% | +11.0% |
| YTD | +5.4% | +42.2% | -36.8% | -2.1% |
| 1Y | +7.7% | +80.2% | -72.5% | -4.7% |
| 3Y | +52.0% | +48.4% | +3.6% | +37.2% |
| 5Y | +67.7% | +133.6% | -65.9% | +32.1% |
| All | +67.7% | +129.3% | -61.6% | +32.1% |
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 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