+520.8%
APP vs MRK
+140.5%
+380.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +48.9% | -2.1% | +51.1% | +48.7% |
| 30D | +49.4% | +1.2% | +48.2% | +49.7% |
| 3M | +27.0% | +13.5% | +13.5% | +28.8% |
| 6M | -15.4% | +34.0% | -49.4% | -12.9% |
| YTD | -39.9% | +42.7% | -82.6% | -38.3% |
| 1Y | -32.0% | +66.6% | -98.5% | -30.3% |
| 3Y | +824.3% | +59.1% | +765.3% | +840.7% |
| 5Y | +252.4% | +104.1% | +148.3% | +232.7% |
| All | +520.8% | +140.5% | +380.3% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling