+1,566.1%
MRK vs ACGL
+4,938.9%
-3,372.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +2.3% | +1.3% | +1.1% | +2.1% |
| 30D | +1.7% | +14.2% | -12.5% | -1.0% |
| 3M | +13.8% | +11.1% | +2.7% | +11.3% |
| 6M | +34.7% | +16.4% | +18.3% | +30.4% |
| YTD | +43.6% | +13.8% | +29.8% | +39.5% |
| 1Y | +75.7% | +21.6% | +54.1% | +68.6% |
| 3Y | +60.0% | +33.5% | +26.5% | +49.5% |
| 5Y | +105.4% | +174.8% | -69.5% | +65.0% |
| 10Y | +224.1% | +330.4% | -106.2% | +133.4% |
| All | +1,566.1% | +4,938.9% | -3,372.8% | +824.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling