+3,665.8%
MRK vs ADSK
+4,756.5%
-1,090.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.2% |
| 7D | -5.0% | -10.9% | +5.9% | -3.7% |
| 30D | +11.0% | -15.9% | +26.8% | +13.2% |
| 3M | +22.4% | -4.4% | +26.8% | +22.7% |
| 6M | +25.4% | -16.6% | +42.0% | +27.5% |
| YTD | +39.5% | -28.5% | +68.0% | +44.1% |
| 1Y | +78.0% | -34.6% | +112.6% | +85.9% |
| 3Y | +45.5% | -3.5% | +49.0% | +43.1% |
| 5Y | +130.3% | -25.6% | +155.9% | +128.7% |
| 10Y | +229.8% | +216.6% | +13.2% | +162.9% |
| All | +3,665.8% | +4,756.5% | -1,090.8% | +1,693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling