+1,315.3%
AMAT vs MRK
+230.8%
+1,084.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.4% | +10.0% | +11.0% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | -26.9% | +2.2% | -29.1% | -27.4% |
| 3M | -31.2% | +16.4% | -47.6% | -34.9% |
| 6M | -14.7% | +35.3% | -50.0% | -24.0% |
| YTD | +44.7% | +44.2% | +0.5% | +25.8% |
| 1Y | +62.0% | +77.5% | -15.5% | +30.3% |
| 3Y | +165.0% | +59.2% | +105.7% | +113.4% |
| 5Y | +147.1% | +109.6% | +37.5% | +67.9% |
| 10Y | +1,315.3% | +229.6% | +1,085.6% | +682.7% |
| All | +1,315.3% | +230.8% | +1,084.5% | +682.7% |
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 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