+617.9%
MRK vs AG
+445.6%
+172.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.2% |
| 7D | +1.3% | +1.0% | +0.3% | +1.3% |
| 30D | +17.1% | +19.2% | -2.0% | +16.2% |
| 3M | +25.9% | +6.2% | +19.7% | +25.2% |
| 6M | +26.8% | -26.7% | +53.5% | +28.0% |
| YTD | +44.9% | +26.1% | +18.8% | +42.0% |
| 1Y | +84.8% | +131.7% | -46.8% | +75.1% |
| 3Y | +50.1% | +255.3% | -205.2% | +36.7% |
| 5Y | +127.4% | +61.9% | +65.5% | +112.4% |
| 10Y | +240.0% | +72.0% | +167.9% | +200.0% |
| All | +617.9% | +445.6% | +172.3% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling