+224.4%
MRK vs ACN
+97.5%
+126.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -1.3% |
| 7D | -4.3% | -1.5% | -2.7% | -4.0% |
| 30D | +8.3% | +2.1% | +6.2% | +7.7% |
| 3M | +20.0% | +11.1% | +8.9% | +16.4% |
| 6M | +25.7% | -6.8% | +32.5% | +26.1% |
| YTD | +38.7% | -30.0% | +68.8% | +48.8% |
| 1Y | +74.7% | -23.1% | +97.8% | +82.1% |
| 3Y | +45.4% | -40.4% | +85.8% | +58.7% |
| 5Y | +129.0% | -41.6% | +170.6% | +145.2% |
| All | +224.4% | +97.5% | +126.9% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling