+236.2%
MRK vs ACGL
+270.1%
-33.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.7% | -2.1% | -0.6% | -2.1% |
| 30D | +12.7% | -2.2% | +14.9% | +13.3% |
| 3M | +24.2% | +6.3% | +17.9% | +22.0% |
| 6M | +27.8% | +0.5% | +27.3% | +27.2% |
| YTD | +42.2% | +0.2% | +42.0% | +41.6% |
| 1Y | +80.2% | +7.3% | +72.9% | +76.0% |
| 3Y | +48.4% | +30.8% | +17.6% | +35.2% |
| 5Y | +133.6% | +155.8% | -22.2% | +71.8% |
| 10Y | +236.2% | +276.3% | -40.1% | +119.1% |
| All | +236.2% | +270.1% | -33.9% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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