+367.9%
APP vs MRK
+139.7%
+228.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.3% |
| 7D | -4.4% | -2.7% | -1.7% | -4.6% |
| 30D | -10.0% | +12.7% | -22.7% | -8.9% |
| 3M | -41.4% | +24.2% | -65.7% | -40.1% |
| 6M | -41.0% | +27.8% | -68.8% | -39.5% |
| YTD | -54.7% | +42.2% | -96.9% | -53.6% |
| 1Y | -45.3% | +80.2% | -125.5% | -44.3% |
| 3Y | +624.3% | +48.4% | +575.9% | +643.6% |
| 5Y | +329.1% | +133.6% | +195.5% | +277.0% |
| All | +367.9% | +139.7% | +228.2% | +313.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling