+1,472.1%
AXTI vs MRK
+230.6%
+1,241.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.1% | -4.3% | +9.3% | +6.1% |
| 30D | -17.5% | +8.3% | -25.7% | -19.6% |
| 3M | -26.7% | +20.0% | -46.7% | -31.5% |
| 6M | +36.8% | +25.7% | +11.1% | +26.1% |
| YTD | +296.1% | +38.7% | +257.4% | +254.8% |
| 1Y | +1,810.6% | +74.7% | +1,735.9% | +1,486.8% |
| 3Y | +2,587.6% | +45.4% | +2,542.2% | +2,209.0% |
| 5Y | +601.7% | +129.0% | +472.7% | +372.8% |
| All | +1,472.1% | +230.6% | +1,241.5% | +842.7% |
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 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