+203.0%
AMAT vs MRK
+50.6%
+152.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.4% |
| 7D | -1.5% | +1.3% | -2.8% | -1.6% |
| 30D | -14.8% | +17.1% | -31.9% | -16.3% |
| 3M | -9.3% | +25.9% | -35.2% | -11.9% |
| 6M | +27.4% | +26.8% | +0.6% | +23.5% |
| YTD | +77.6% | +44.9% | +32.7% | +68.6% |
| 1Y | +188.9% | +84.8% | +104.1% | +163.8% |
| All | +203.0% | +50.6% | +152.4% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling