+76.0%
AMZN vs MRK
+45.2%
+30.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -2.7% | -5.0% | +2.3% | -2.5% |
| 30D | -7.5% | +11.0% | -18.4% | -7.9% |
| 3M | +5.8% | +22.4% | -16.6% | +4.9% |
| 6M | +17.5% | +25.4% | -7.9% | +16.3% |
| YTD | +9.1% | +39.5% | -30.4% | +7.3% |
| 1Y | +9.4% | +78.0% | -68.6% | +6.0% |
| All | +76.0% | +45.2% | +30.9% | +81.8% |
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 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