+1,321.9%
AMAT vs MRK
+228.4%
+1,093.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | +11.4% | +0.7% | +10.7% | +11.1% |
| 30D | -17.0% | +0.3% | -17.3% | -17.2% |
| 3M | -30.6% | +9.7% | -40.3% | -33.1% |
| 6M | -14.9% | +32.0% | -46.9% | -23.6% |
| YTD | +44.7% | +43.3% | +1.4% | +25.9% |
| 1Y | +66.9% | +63.7% | +3.2% | +38.2% |
| 3Y | +153.3% | +58.0% | +95.3% | +104.3% |
| 5Y | +146.2% | +105.0% | +41.3% | +68.7% |
| All | +1,321.9% | +228.4% | +1,093.6% | +678.5% |
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