+229.6%
MRK vs ACWI
+226.8%
+2.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.1% |
| 7D | +0.3% | +0.3% | -0.1% | +0.1% |
| 30D | +2.2% | -2.8% | +5.0% | +3.6% |
| 3M | +16.4% | -3.2% | +19.5% | +18.2% |
| 6M | +35.3% | +1.3% | +34.0% | +34.0% |
| YTD | +44.2% | +11.2% | +33.0% | +35.9% |
| 1Y | +77.5% | +13.8% | +63.7% | +65.2% |
| 3Y | +59.2% | +76.2% | -17.0% | +16.5% |
| 5Y | +109.6% | +59.5% | +50.1% | +60.9% |
| 10Y | +229.6% | +222.2% | +7.4% | +56.0% |
| All | +229.6% | +226.8% | +2.8% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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