+49.9%
MRK vs AG
+270.9%
-221.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -0.9% | +4.5% | -5.4% | -1.0% |
| 30D | +15.5% | +12.9% | +2.6% | +15.2% |
| 3M | +25.1% | +20.9% | +4.2% | +24.8% |
| 6M | +30.1% | -19.5% | +49.6% | +30.1% |
| YTD | +43.1% | +24.8% | +18.3% | +42.7% |
| 1Y | +82.5% | +120.2% | -37.8% | +80.6% |
| All | +49.9% | +270.9% | -221.0% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling