+311.3%
ARM vs MRK
+50.2%
+261.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +3.7% |
| 7D | +11.4% | -0.9% | +12.3% | +11.3% |
| 30D | -7.4% | +15.5% | -22.9% | -7.1% |
| 3M | -24.5% | +25.1% | -49.6% | -24.1% |
| 6M | +128.7% | +30.1% | +98.6% | +128.9% |
| YTD | +139.3% | +43.1% | +96.1% | +139.5% |
| 1Y | +88.0% | +82.5% | +5.5% | +86.4% |
| All | +311.3% | +50.2% | +261.1% | +283.3% |
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 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