+133.6%
MRK vs AG
+69.4%
+64.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.7% | +12.5% | +0.2% | +12.4% |
| 3M | +24.2% | +28.2% | -3.9% | +23.7% |
| 6M | +27.8% | -18.8% | +46.7% | +27.9% |
| YTD | +42.2% | +27.4% | +14.8% | +41.5% |
| 1Y | +80.2% | +132.2% | -52.0% | +77.5% |
| 3Y | +48.4% | +286.9% | -238.5% | +43.9% |
| 5Y | +133.6% | +72.8% | +60.8% | +127.2% |
| All | +133.6% | +69.4% | +64.2% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling