+296.4%
ARM vs MRK
+52.1%
+244.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.9% |
| 7D | +5.5% | +1.3% | +4.1% | +5.5% |
| 30D | -8.2% | +17.1% | -25.3% | -7.8% |
| 3M | -35.9% | +25.9% | -61.8% | -35.5% |
| 6M | +103.1% | +26.8% | +76.3% | +103.7% |
| YTD | +130.6% | +44.9% | +85.7% | +130.9% |
| 1Y | +86.1% | +84.8% | +1.2% | +84.6% |
| All | +296.4% | +52.1% | +244.4% | +269.7% |
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