-64.8%
AAL vs MRK
+230.6%
-295.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.4% |
| 7D | -0.9% | -4.3% | +3.3% | +0.4% |
| 30D | -12.9% | +8.3% | -21.1% | -15.2% |
| 3M | -11.2% | +20.0% | -31.2% | -16.6% |
| 6M | +17.8% | +25.7% | -7.8% | +8.9% |
| YTD | -15.1% | +38.7% | -53.9% | -24.2% |
| 1Y | +0.5% | +74.7% | -74.2% | -17.1% |
| 3Y | -7.7% | +45.4% | -53.0% | -21.3% |
| 5Y | -31.3% | +129.0% | -160.4% | -52.9% |
| All | -64.8% | +230.6% | -295.4% | -79.1% |
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