+1,278.0%
AAPL vs MRK
+230.6%
+1,047.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | +3.8% | -4.3% | +8.1% | +5.3% |
| 30D | +9.9% | +8.3% | +1.6% | +6.7% |
| 3M | +12.5% | +20.0% | -7.6% | +5.3% |
| 6M | +27.6% | +25.7% | +2.0% | +17.4% |
| YTD | +22.6% | +38.7% | -16.2% | +8.7% |
| 1Y | +45.0% | +74.7% | -29.7% | +17.9% |
| 3Y | +87.8% | +45.4% | +42.4% | +58.8% |
| 5Y | +128.7% | +129.0% | -0.4% | +53.3% |
| All | +1,278.0% | +230.6% | +1,047.4% | +748.1% |
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