+49.3%
MRK vs ACM
-19.8%
+69.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +15.5% | -12.9% | +28.4% | +16.2% |
| 3M | +25.1% | -6.4% | +31.5% | +25.2% |
| 6M | +30.1% | -29.2% | +59.3% | +32.6% |
| YTD | +43.1% | -29.9% | +73.1% | +45.5% |
| 1Y | +82.5% | -47.3% | +129.7% | +90.2% |
| 3Y | +49.3% | -19.6% | +68.9% | +49.4% |
| All | +49.3% | -19.8% | +69.1% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling