+65.2%
MRK vs ADVB
-89.4%
+154.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.6% |
| 7D | -2.7% | -13.0% | +10.3% | -2.6% |
| 30D | +12.7% | +7.5% | +5.2% | +12.5% |
| 3M | +24.2% | +129.1% | -104.9% | +22.3% |
| 6M | +27.8% | +71.7% | -43.9% | +26.0% |
| YTD | +42.2% | +45.5% | -3.3% | +40.7% |
| 1Y | +80.2% | -2.7% | +82.9% | +79.4% |
| All | +65.2% | -89.4% | +154.6% | +77.8% |
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