-35.9%
AAL vs MRK
+129.3%
-165.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.8% |
| 30D | -13.7% | +12.7% | -26.4% | -15.6% |
| 3M | -8.2% | +24.2% | -32.4% | -12.0% |
| 6M | +13.1% | +27.8% | -14.7% | +7.7% |
| YTD | -15.6% | +42.2% | -57.8% | -21.3% |
| 1Y | +1.4% | +80.2% | -78.8% | -9.9% |
| 3Y | -7.4% | +48.4% | -55.8% | -18.0% |
| 5Y | -35.9% | +133.6% | -169.5% | -51.8% |
| All | -35.9% | +129.3% | -165.3% | -51.8% |
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