+130.3%
MRK vs AA
+5.3%
+124.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.8% |
| 7D | -5.0% | -5.4% | +0.4% | -4.9% |
| 30D | +11.0% | -10.7% | +21.6% | +11.3% |
| 3M | +22.4% | -26.2% | +48.6% | +23.2% |
| 6M | +25.4% | -20.9% | +46.3% | +25.9% |
| YTD | +39.5% | -8.6% | +48.1% | +39.4% |
| 1Y | +78.0% | +57.4% | +20.6% | +75.4% |
| 3Y | +45.5% | +77.8% | -32.3% | +42.2% |
| 5Y | +130.3% | +2.7% | +127.6% | +127.9% |
| All | +130.3% | +5.3% | +124.9% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling