+65.3%
MRK vs ADVB
-97.5%
+162.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.4% | -0.2% |
| 7D | -1.9% | -13.9% | +12.0% | -1.8% |
| 30D | +2.8% | -68.1% | +70.9% | +3.7% |
| 3M | +15.0% | -73.4% | +88.4% | +16.2% |
| 6M | +30.9% | -70.8% | +101.7% | +32.2% |
| YTD | +42.3% | -66.1% | +108.4% | +42.5% |
| 1Y | +76.1% | -77.5% | +153.6% | +78.4% |
| All | +65.3% | -97.5% | +162.8% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling