+84.8%
MRK vs ACN
-24.8%
+109.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | +1.3% | -1.5% | +2.9% | +1.4% |
| 30D | +17.1% | +9.4% | +7.8% | +16.6% |
| 3M | +25.9% | +5.6% | +20.3% | +24.3% |
| 6M | +26.8% | -9.3% | +36.1% | +25.4% |
| YTD | +44.9% | -29.0% | +73.9% | +46.4% |
| 1Y | +84.8% | -24.7% | +109.5% | +84.6% |
| All | +84.8% | -24.8% | +109.6% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling