+199.0%
AMD vs MRK
+112.6%
+86.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.2% | +11.0% |
| 7D | -11.0% | -1.9% | -9.2% | -11.2% |
| 30D | -30.5% | +2.8% | -33.2% | -30.2% |
| 3M | -8.2% | +15.0% | -23.2% | -6.9% |
| 6M | +6.6% | +30.9% | -24.3% | +8.8% |
| YTD | +109.7% | +42.3% | +67.4% | +114.4% |
| 1Y | +88.9% | +76.1% | +12.8% | +93.1% |
| 3Y | +301.8% | +54.1% | +247.7% | +301.7% |
| All | +199.0% | +112.6% | +86.4% | +176.2% |
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 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