+224.4%
MRK vs AEM
+378.0%
-153.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -4.3% | -2.1% | -2.1% | -4.1% |
| 30D | +8.3% | +8.4% | -0.2% | +7.8% |
| 3M | +20.0% | +27.3% | -7.2% | +18.5% |
| 6M | +25.7% | -9.7% | +35.3% | +26.1% |
| YTD | +38.7% | +19.0% | +19.8% | +37.2% |
| 1Y | +74.7% | +31.5% | +43.2% | +71.7% |
| 3Y | +45.4% | +338.7% | -293.3% | +32.8% |
| 5Y | +129.0% | +307.4% | -178.4% | +108.8% |
| All | +224.4% | +378.0% | -153.6% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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