+66.8%
MRK vs ADVB
-97.4%
+164.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.5% |
| 7D | +2.3% | -4.1% | +6.4% | +2.4% |
| 30D | +1.7% | -60.3% | +61.9% | +2.5% |
| 3M | +13.8% | -73.3% | +87.1% | +15.0% |
| 6M | +34.7% | -65.9% | +100.6% | +35.6% |
| YTD | +43.6% | -63.9% | +107.4% | +43.7% |
| 1Y | +75.7% | -74.1% | +149.8% | +77.6% |
| All | +66.8% | -97.4% | +164.2% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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