+84.8%
MRK vs AA
+63.2%
+21.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +17.1% | +5.0% | +12.2% | +17.0% |
| 3M | +25.9% | -35.8% | +61.7% | +27.1% |
| 6M | +26.8% | -18.4% | +45.2% | +27.0% |
| YTD | +44.9% | -5.5% | +50.4% | +44.3% |
| 1Y | +84.8% | +61.0% | +23.9% | +84.7% |
| All | +84.8% | +63.2% | +21.6% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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