+230.8%
MRK vs AG
+76.0%
+154.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.6% |
| 7D | +0.7% | -10.0% | +10.7% | +0.9% |
| 30D | +0.3% | -10.5% | +10.8% | +0.5% |
| 3M | +9.7% | -27.3% | +36.9% | +10.3% |
| 6M | +32.0% | -43.0% | +74.9% | +33.2% |
| YTD | +43.3% | -17.9% | +61.2% | +43.4% |
| 1Y | +63.7% | +11.9% | +51.7% | +62.9% |
| 3Y | +58.0% | +201.8% | -143.8% | +52.9% |
| 5Y | +105.0% | -0.1% | +105.0% | +101.7% |
| All | +230.8% | +76.0% | +154.8% | +216.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling