+348.0%
AMD vs MRK
+54.2%
+293.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.6% |
| 7D | +2.6% | +1.3% | +1.2% | +2.7% |
| 30D | -0.9% | +17.1% | -18.1% | +1.0% |
| 3M | -8.7% | +25.9% | -34.6% | -6.3% |
| 6M | +136.3% | +26.8% | +109.5% | +142.9% |
| YTD | +123.0% | +44.9% | +78.1% | +129.8% |
| 1Y | +195.2% | +84.8% | +110.3% | +202.6% |
| All | +348.0% | +54.2% | +293.8% | +380.2% |
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