+2,926.4%
V vs MRK
+590.5%
+2,335.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -1.7% | +1.3% | -3.0% | -2.2% |
| 30D | +2.0% | +17.1% | -15.2% | -4.9% |
| 3M | +17.4% | +25.9% | -8.5% | +6.0% |
| 6M | +17.5% | +26.8% | -9.3% | +5.4% |
| YTD | +7.6% | +44.9% | -37.3% | -9.0% |
| 1Y | +7.7% | +84.8% | -77.1% | -18.2% |
| 3Y | +54.7% | +50.1% | +4.5% | +24.8% |
| 5Y | +73.0% | +127.4% | -54.4% | +12.3% |
| 10Y | +390.9% | +240.0% | +150.9% | +162.1% |
| All | +2,926.4% | +590.5% | +2,335.9% | +864.1% |
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 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