+247.2%
AMAT vs MRK
+129.4%
+117.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.0% |
| 3M | -9.3% | +25.9% | -35.2% | -11.3% |
| 6M | +27.4% | +26.8% | +0.6% | +24.4% |
| YTD | +77.6% | +44.9% | +32.7% | +71.1% |
| 1Y | +188.9% | +84.8% | +104.1% | +171.3% |
| 3Y | +202.3% | +50.1% | +152.2% | +181.2% |
| All | +247.2% | +129.4% | +117.8% | +219.3% |
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