+485.5%
MRK vs ACN
+2,341.7%
-1,856.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +0.7% | -3.8% | +4.5% | +1.6% |
| 30D | +0.3% | +16.5% | -16.3% | -3.7% |
| 3M | +9.7% | +41.5% | -31.8% | -0.3% |
| 6M | +32.0% | +60.1% | -28.1% | +14.8% |
| YTD | +43.3% | -3.9% | +47.2% | +40.6% |
| 1Y | +63.7% | +4.1% | +59.6% | +57.0% |
| 3Y | +58.0% | -15.9% | +73.9% | +57.4% |
| 5Y | +105.0% | -26.3% | +131.3% | +106.9% |
| 10Y | +228.6% | +148.2% | +80.4% | +130.6% |
| All | +485.5% | +2,341.7% | -1,856.2% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling