+84.6%
MRK vs AG
+29.4%
+55.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.1% | -5.2% | +3.5% |
| 7D | +6.7% | -2.6% | +9.3% | +6.7% |
| 30D | +7.8% | -12.1% | +19.9% | +8.3% |
| 3M | +18.2% | -6.6% | +24.8% | +19.0% |
| 6M | +34.7% | -20.5% | +55.1% | +35.9% |
| YTD | +45.8% | -7.4% | +53.2% | +48.0% |
| 1Y | +84.6% | +33.4% | +51.2% | +87.6% |
| All | +84.6% | +29.4% | +55.2% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling