+78.0%
MRK vs AG
+119.5%
-41.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.8% |
| 7D | -5.0% | -5.8% | +0.8% | -4.9% |
| 30D | +11.0% | +6.4% | +4.6% | +10.8% |
| 3M | +22.4% | +28.4% | -6.0% | +22.2% |
| 6M | +25.4% | -24.5% | +49.9% | +24.9% |
| YTD | +39.5% | +21.2% | +18.3% | +41.6% |
| 1Y | +78.0% | +114.1% | -36.1% | +87.8% |
| All | +78.0% | +119.5% | -41.5% | +87.8% |
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