+46.1%
MRK vs AEM
+331.1%
-284.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.7% |
| 7D | -5.0% | -5.0% | 0.0% | -4.7% |
| 30D | +11.0% | +8.5% | +2.5% | +10.7% |
| 3M | +22.4% | +29.3% | -6.9% | +21.5% |
| 6M | +25.4% | -12.9% | +38.3% | +25.8% |
| YTD | +39.5% | +16.8% | +22.7% | +39.6% |
| 1Y | +78.0% | +29.8% | +48.1% | +77.8% |
| All | +46.1% | +331.1% | -284.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling