+214.2%
ARM vs MRK
+49.5%
+164.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +19.8% | 0.0% | +19.8% | +19.8% |
| 30D | -21.8% | +3.5% | -25.3% | -21.6% |
| 3M | -26.5% | +11.2% | -37.7% | -26.1% |
| 6M | -3.9% | +32.5% | -36.4% | -3.9% |
| YTD | +82.8% | +42.5% | +40.3% | +83.3% |
| 1Y | +34.3% | +65.4% | -31.1% | +34.2% |
| 3Y | +282.2% | +58.8% | +223.4% | +237.0% |
| All | +214.2% | +49.5% | +164.6% | +193.4% |
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