+226.2%
MRK vs ACM
+131.7%
+94.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -5.0% | -5.9% | +0.9% | -4.0% |
| 30D | +11.0% | -6.2% | +17.2% | +12.0% |
| 3M | +22.4% | -7.9% | +30.3% | +23.6% |
| 6M | +25.4% | -30.6% | +56.0% | +32.9% |
| YTD | +39.5% | -33.3% | +72.8% | +48.2% |
| 1Y | +78.0% | -49.2% | +127.2% | +98.6% |
| 3Y | +45.5% | -23.5% | +69.0% | +48.2% |
| 5Y | +130.3% | +0.9% | +129.3% | +118.3% |
| All | +226.2% | +131.7% | +94.5% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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