+3,812.0%
MRK vs AA
+295.2%
+3,516.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +17.1% | +5.0% | +12.2% | +16.3% |
| 3M | +25.9% | -35.8% | +61.7% | +32.9% |
| 6M | +26.8% | -18.4% | +45.2% | +28.9% |
| YTD | +44.9% | -5.5% | +50.4% | +43.7% |
| 1Y | +84.8% | +61.0% | +23.9% | +69.5% |
| 3Y | +50.1% | +66.2% | -16.1% | +31.8% |
| 5Y | +127.4% | +11.4% | +116.0% | +98.6% |
| 10Y | +240.0% | +116.9% | +123.1% | +132.6% |
| All | +3,812.0% | +295.2% | +3,516.9% | +1,713.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling