+105.3%
MRK vs ACM
+5.4%
+99.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +2.3% | +6.6% | -4.3% | +1.6% |
| 30D | +1.7% | +19.8% | -18.1% | -0.2% |
| 3M | +13.8% | -3.1% | +16.9% | +13.7% |
| 6M | +34.7% | -11.5% | +46.2% | +35.6% |
| YTD | +43.6% | -24.7% | +68.2% | +46.6% |
| 1Y | +75.7% | -45.1% | +120.7% | +86.4% |
| 3Y | +60.0% | -8.9% | +68.9% | +57.2% |
| All | +105.3% | +5.4% | +99.9% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling