+106.8%
MRK vs ACGL
+159.2%
-52.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | +0.5% |
| 7D | -1.9% | +0.9% | -2.7% | -2.1% |
| 30D | +2.8% | +13.7% | -11.0% | -0.3% |
| 3M | +15.0% | +8.0% | +6.9% | +12.8% |
| 6M | +30.9% | +13.3% | +17.6% | +26.9% |
| YTD | +42.3% | +11.8% | +30.4% | +38.1% |
| 1Y | +76.1% | +22.2% | +53.8% | +67.6% |
| 3Y | +54.1% | +32.5% | +21.6% | +43.1% |
| All | +106.8% | +159.2% | -52.4% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling