+124.7%
MRK vs ABNB
+19.5%
+105.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | -1.3% |
| 7D | -0.9% | -4.4% | +3.5% | -1.0% |
| 30D | +15.5% | -2.0% | +17.4% | +15.4% |
| 3M | +25.1% | +29.8% | -4.7% | +26.0% |
| 6M | +30.1% | +31.0% | -0.9% | +31.1% |
| YTD | +43.1% | +28.6% | +14.5% | +44.2% |
| 1Y | +82.5% | +40.1% | +42.4% | +84.2% |
| 3Y | +49.3% | +19.7% | +29.6% | +50.1% |
| 5Y | +130.3% | +6.5% | +123.8% | +132.4% |
| All | +124.7% | +19.5% | +105.2% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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