+3,297.7%
V vs MRK
+579.0%
+2,718.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +6.3% | +3.5% | +2.8% | +4.7% |
| 3M | +17.2% | +11.2% | +5.9% | +11.4% |
| 6M | +29.2% | +32.5% | -3.2% | +13.7% |
| YTD | +20.8% | +42.5% | -21.7% | +2.6% |
| 1Y | +25.0% | +65.4% | -40.4% | -0.5% |
| 3Y | +75.3% | +58.8% | +16.5% | +37.6% |
| 5Y | +105.8% | +103.9% | +2.0% | +41.7% |
| 10Y | +451.9% | +226.8% | +225.1% | +199.7% |
| All | +3,297.7% | +579.0% | +2,718.8% | +986.6% |
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 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