+358.8%
APP vs MRK
+128.4%
+230.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.8% |
| 7D | +0.1% | -0.9% | +1.0% | 0.0% |
| 30D | -10.0% | +15.5% | -25.5% | -8.4% |
| 3M | -44.6% | +25.1% | -69.8% | -43.0% |
| 6M | -37.9% | +30.1% | -68.0% | -35.8% |
| YTD | -53.7% | +43.1% | -96.8% | -52.0% |
| 1Y | -43.0% | +82.5% | -125.4% | -40.9% |
| 3Y | +640.8% | +49.3% | +591.4% | +670.6% |
| 5Y | +358.8% | +130.3% | +228.6% | +336.3% |
| All | +358.8% | +128.4% | +230.4% | +336.3% |
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