+35.8%
ARM vs MRK
+66.6%
-30.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.5% |
| 7D | +9.1% | +0.7% | +8.4% | +9.2% |
| 30D | -19.9% | +0.3% | -20.2% | -19.5% |
| 3M | -31.6% | +9.7% | -41.3% | -29.9% |
| 6M | -13.9% | +32.0% | -45.8% | -10.6% |
| YTD | +74.3% | +43.3% | +31.0% | +87.1% |
| 1Y | +35.8% | +63.7% | -27.9% | +53.4% |
| All | +35.8% | +66.6% | -30.8% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling