+357.3%
AMD vs MRK
+60.2%
+297.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.3% | -8.7% |
| 7D | +18.9% | +0.7% | +18.2% | +19.0% |
| 30D | -6.4% | +0.3% | -6.7% | -6.3% |
| 3M | +10.6% | +9.7% | +0.9% | +12.1% |
| 6M | +19.9% | +32.0% | -12.1% | +23.2% |
| YTD | +149.4% | +43.3% | +106.1% | +156.4% |
| 1Y | +115.4% | +63.7% | +51.7% | +121.0% |
| 3Y | +357.3% | +58.0% | +299.3% | +430.4% |
| All | +357.3% | +60.2% | +297.1% | +430.4% |
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