-35.9%
APP vs MRK
+84.5%
-120.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +1.7% |
| 7D | +0.9% | +1.3% | -0.5% | +1.5% |
| 30D | -23.3% | +17.1% | -40.4% | -16.8% |
| 3M | -42.6% | +25.9% | -68.5% | -34.7% |
| 6M | -33.6% | +26.8% | -60.4% | -24.2% |
| YTD | -52.4% | +44.9% | -97.3% | -41.6% |
| 1Y | -35.9% | +84.8% | -120.7% | -13.0% |
| All | -35.9% | +84.5% | -120.4% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling