+185.4%
ARM vs MRK
+50.6%
+134.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -10.4% | +2.3% | -12.7% | -10.2% |
| 30D | -31.8% | +1.7% | -33.5% | -31.7% |
| 3M | -32.2% | +13.8% | -46.0% | -31.8% |
| 6M | -14.9% | +34.7% | -49.6% | -14.9% |
| YTD | +66.0% | +43.6% | +22.5% | +66.5% |
| 1Y | +17.2% | +75.7% | -58.5% | +16.8% |
| 3Y | +247.2% | +60.0% | +187.2% | +206.3% |
| All | +185.4% | +50.6% | +134.8% | +166.6% |
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