+25.4%
MRK vs ADSK
-18.8%
+44.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.0% |
| 7D | -5.0% | -10.9% | +5.9% | -4.7% |
| 30D | +11.0% | -15.9% | +26.8% | +11.4% |
| 3M | +22.4% | -4.4% | +26.8% | +21.8% |
| 6M | +25.4% | -16.6% | +42.0% | +25.7% |
| All | +25.4% | -18.8% | +44.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 6mo: compounded portfolio wealth divided by compounded ADSK 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…
6mo analysis · Full analysis span regression · 6 months rolling