+125.5%
MRK vs ABCL
-79.6%
+205.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +2.3% | +2.3% | 0.0% | +2.3% |
| 30D | +1.7% | -0.7% | +2.4% | +1.6% |
| 3M | +13.8% | +33.4% | -19.7% | +12.7% |
| 6M | +34.7% | +137.8% | -103.1% | +31.4% |
| YTD | +43.6% | +264.3% | -220.8% | +38.7% |
| 1Y | +75.7% | +209.2% | -133.5% | +70.2% |
| 3Y | +60.0% | +208.4% | -148.4% | +54.3% |
| 5Y | +105.4% | -11.9% | +117.2% | +98.6% |
| All | +125.5% | -79.6% | +205.1% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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