-27.8%
AAL vs MRK
+1,074.8%
-1,102.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.9% |
| 7D | -3.7% | +1.3% | -5.1% | -4.5% |
| 30D | -20.8% | +17.1% | -38.0% | -28.0% |
| 3M | -1.3% | +25.9% | -27.2% | -14.3% |
| 6M | +5.4% | +26.8% | -21.4% | -9.1% |
| YTD | -14.4% | +44.9% | -59.3% | -31.8% |
| 1Y | +2.1% | +84.8% | -82.7% | -30.0% |
| 3Y | -10.6% | +50.1% | -60.7% | -33.4% |
| 5Y | -32.2% | +127.4% | -159.6% | -63.0% |
| 10Y | -62.7% | +240.0% | -302.7% | -85.4% |
| All | -27.8% | +1,074.8% | -1,102.7% | -88.2% |
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