+497.8%
MRK vs ACM
+252.7%
+245.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.3% | +6.6% | -4.3% | +0.9% |
| 30D | +1.7% | +19.8% | -18.1% | -2.3% |
| 3M | +13.8% | -3.1% | +16.9% | +14.0% |
| 6M | +34.7% | -11.5% | +46.2% | +37.1% |
| YTD | +43.6% | -24.7% | +68.2% | +50.6% |
| 1Y | +75.7% | -45.1% | +120.7% | +97.4% |
| 3Y | +60.0% | -8.9% | +68.9% | +57.9% |
| 5Y | +105.4% | +5.4% | +100.0% | +93.0% |
| 10Y | +224.1% | +131.1% | +93.1% | +136.6% |
| All | +497.8% | +252.7% | +245.1% | +230.0% |
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