+492.2%
MRK vs ACN
+1,705.6%
-1,213.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.5% |
| 7D | +1.3% | -1.5% | +2.9% | +1.7% |
| 30D | +17.1% | +9.4% | +7.8% | +14.6% |
| 3M | +25.9% | +5.6% | +20.3% | +23.0% |
| 6M | +26.8% | -9.3% | +36.1% | +27.8% |
| YTD | +44.9% | -29.0% | +73.9% | +54.7% |
| 1Y | +84.8% | -24.7% | +109.5% | +93.6% |
| 3Y | +50.1% | -39.8% | +89.9% | +63.9% |
| 5Y | +127.4% | -40.9% | +168.3% | +143.7% |
| 10Y | +240.0% | +91.1% | +148.8% | +156.4% |
| All | +492.2% | +1,705.6% | -1,213.4% | +160.9% |
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 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