+74.7%
MRK vs AA
+56.9%
+17.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -3.4% | -0.8% | -4.1% |
| 30D | +8.3% | -5.8% | +14.1% | +8.6% |
| 3M | +20.0% | -29.9% | +49.9% | +21.1% |
| 6M | +25.7% | -27.0% | +52.7% | +26.2% |
| YTD | +38.7% | -8.7% | +47.5% | +38.5% |
| 1Y | +74.7% | +50.6% | +24.0% | +77.6% |
| All | +74.7% | +56.9% | +17.8% | +77.6% |
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