+76.5%
MRK vs ACGL
+21.8%
+54.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.3% | -1.1% | +1.4% | +0.6% |
| 30D | +2.2% | +13.1% | -11.0% | -1.2% |
| 3M | +16.4% | +9.8% | +6.6% | +13.5% |
| 6M | +35.3% | +15.3% | +20.0% | +29.2% |
| YTD | +44.2% | +12.7% | +31.5% | +38.6% |
| All | +76.5% | +21.8% | +54.7% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling