+130.3%
MRK vs ACI
-44.6%
+174.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -5.0% | -7.1% | +2.1% | -4.5% |
| 30D | +11.0% | -4.5% | +15.4% | +11.3% |
| 3M | +22.4% | -22.3% | +44.7% | +24.5% |
| 6M | +25.4% | -28.4% | +53.8% | +28.3% |
| YTD | +39.5% | -29.5% | +69.0% | +42.9% |
| 1Y | +78.0% | -34.2% | +112.2% | +83.5% |
| 3Y | +45.5% | -45.7% | +91.2% | +52.3% |
| 5Y | +130.3% | -40.8% | +171.1% | +142.6% |
| All | +130.3% | -44.6% | +174.8% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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