+496.7%
MRK vs ACM
+252.1%
+244.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +0.7% | +5.6% | -4.9% | -0.5% |
| 30D | +0.3% | +20.8% | -20.6% | -3.8% |
| 3M | +9.7% | +11.4% | -1.8% | +6.8% |
| 6M | +32.0% | +0.9% | +31.0% | +30.7% |
| YTD | +43.3% | -24.8% | +68.1% | +50.3% |
| 1Y | +63.7% | -46.4% | +110.1% | +85.0% |
| 3Y | +58.0% | -9.2% | +67.2% | +56.1% |
| 5Y | +105.0% | +5.0% | +100.0% | +92.9% |
| 10Y | +228.6% | +130.6% | +98.0% | +140.0% |
| All | +496.7% | +252.1% | +244.6% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling