+30.2%
MRK vs AG
-16.6%
+46.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.2% |
| 7D | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | +17.1% | +19.2% | -2.0% | +15.9% |
| 3M | +25.9% | +6.2% | +19.7% | +25.1% |
| All | +30.2% | -16.6% | +46.9% | +34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling