+527.5%
APP vs MRK
+141.5%
+386.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.4% | +4.0% |
| 7D | +4.6% | +0.7% | +3.9% | +4.6% |
| 30D | +56.0% | +0.3% | +55.8% | +56.1% |
| 3M | +30.8% | +9.7% | +21.2% | +32.2% |
| 6M | -9.8% | +32.0% | -41.7% | -7.2% |
| YTD | -39.3% | +43.3% | -82.6% | -37.6% |
| 1Y | -26.4% | +63.7% | -90.1% | -24.6% |
| 3Y | +887.9% | +58.0% | +829.9% | +907.5% |
| 5Y | +264.1% | +105.0% | +159.1% | +243.9% |
| All | +527.5% | +141.5% | +386.0% | +456.2% |
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 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