+571.9%
MRK vs ACWI
+356.8%
+215.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | +0.5% | +0.8% | +1.0% |
| 30D | +17.1% | +0.9% | +16.3% | +16.6% |
| 3M | +25.9% | +2.4% | +23.5% | +23.7% |
| 6M | +26.8% | +12.4% | +14.4% | +17.2% |
| YTD | +44.9% | +15.2% | +29.7% | +31.7% |
| 1Y | +84.8% | +22.7% | +62.1% | +61.3% |
| 3Y | +50.1% | +75.8% | -25.7% | +2.5% |
| 5Y | +127.4% | +67.7% | +59.7% | +56.8% |
| 10Y | +240.0% | +229.0% | +11.0% | +42.6% |
| All | +571.9% | +356.8% | +215.1% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling