+230.8%
MRK vs AA
+42.1%
+188.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +0.3% | -0.6% | +0.9% | +0.3% |
| 3M | +9.7% | -19.7% | +29.3% | +10.8% |
| 6M | +32.0% | -41.6% | +73.5% | +35.2% |
| YTD | +43.3% | -24.6% | +67.9% | +44.4% |
| 1Y | +63.7% | +4.9% | +58.8% | +62.1% |
| 3Y | +58.0% | +66.8% | -8.8% | +50.4% |
| 5Y | +105.0% | -19.4% | +124.4% | +98.5% |
| All | +230.8% | +42.1% | +188.7% | +184.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling