+188.9%
AMAT vs MRK
+84.5%
+104.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.3% |
| 7D | -1.5% | +1.3% | -2.8% | -1.5% |
| 30D | -14.8% | +17.1% | -31.9% | -15.0% |
| 3M | -9.3% | +25.9% | -35.2% | -10.0% |
| 6M | +27.4% | +26.8% | +0.6% | +26.4% |
| YTD | +77.6% | +44.9% | +32.7% | +74.2% |
| 1Y | +188.9% | +84.8% | +104.1% | +174.7% |
| All | +188.9% | +84.5% | +104.4% | +174.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling