+138,276.0%
AMAT vs MRK
+3,712.1%
+134,563.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +0.4% | -4.3% | +4.6% | +1.9% |
| 30D | -16.6% | +8.3% | -24.9% | -19.4% |
| 3M | -17.3% | +20.0% | -37.4% | -23.3% |
| 6M | +30.3% | +25.7% | +4.7% | +18.6% |
| YTD | +78.3% | +38.7% | +39.5% | +56.5% |
| 1Y | +169.8% | +74.7% | +95.1% | +117.1% |
| 3Y | +218.5% | +45.4% | +173.2% | +167.4% |
| 5Y | +247.7% | +129.0% | +118.6% | +140.4% |
| 10Y | +1,659.8% | +228.0% | +1,431.8% | +968.3% |
| All | +138,276.0% | +3,712.1% | +134,563.9% | +23,589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling