+609.8%
MRK vs AG
+255.2%
+354.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | +0.7% | -10.0% | +10.7% | +1.2% |
| 30D | +0.3% | -10.5% | +10.8% | +0.7% |
| 3M | +9.7% | -27.3% | +36.9% | +11.2% |
| 6M | +32.0% | -43.0% | +74.9% | +34.9% |
| YTD | +43.3% | -17.9% | +61.2% | +43.1% |
| 1Y | +63.7% | +11.9% | +51.7% | +60.9% |
| 3Y | +58.0% | +201.8% | -143.8% | +44.9% |
| 5Y | +105.0% | -0.1% | +105.0% | +95.9% |
| 10Y | +228.6% | +72.7% | +155.9% | +188.0% |
| All | +609.8% | +255.2% | +354.7% | +359.5% |
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