+100,756.0%
AMAT vs MRK
+3,809.2%
+96,946.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.4% | +4.3% |
| 7D | -14.7% | -1.9% | -12.8% | -14.2% |
| 30D | -36.1% | +2.8% | -38.9% | -36.8% |
| 3M | -36.9% | +15.0% | -51.8% | -40.4% |
| 6M | -22.2% | +30.9% | -53.1% | -30.3% |
| YTD | +29.9% | +42.3% | -12.3% | +12.7% |
| 1Y | +43.3% | +76.1% | -32.8% | +15.0% |
| 3Y | +142.7% | +54.1% | +88.6% | +99.1% |
| 5Y | +126.2% | +109.5% | +16.7% | +62.6% |
| 10Y | +1,211.7% | +254.8% | +957.0% | +673.5% |
| All | +100,756.0% | +3,809.2% | +96,946.8% | +16,970.5% |
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 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