+500.0%
APP vs MRK
+139.8%
+360.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.8% |
| 7D | +71.2% | -1.9% | +73.1% | +70.9% |
| 30D | +39.1% | +2.8% | +36.3% | +39.5% |
| 3M | +16.5% | +15.0% | +1.6% | +18.4% |
| 6M | -16.6% | +30.9% | -47.5% | -14.2% |
| YTD | -41.9% | +42.3% | -84.2% | -40.4% |
| 1Y | -37.0% | +76.1% | -113.1% | -35.6% |
| 3Y | +892.4% | +54.1% | +838.3% | +914.1% |
| 5Y | +297.3% | +109.5% | +187.8% | +272.2% |
| All | +500.0% | +139.8% | +360.3% | +431.5% |
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