+124.8%
AAPL vs MRK
+128.6%
-3.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +3.9% |
| 7D | -0.5% | -5.0% | +4.5% | +0.4% |
| 30D | +7.1% | +11.0% | -3.9% | +4.9% |
| 3M | +12.1% | +22.4% | -10.3% | +7.6% |
| 6M | +25.4% | +25.4% | 0.0% | +19.7% |
| YTD | +20.5% | +39.5% | -19.0% | +12.6% |
| 1Y | +44.5% | +78.0% | -33.4% | +28.5% |
| 3Y | +85.8% | +45.5% | +40.2% | +67.3% |
| 5Y | +124.8% | +130.3% | -5.5% | +85.3% |
| All | +124.8% | +128.6% | -3.9% | +85.3% |
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