+224.4%
MRK vs AGG
+14.2%
+210.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -1.1% | -3.2% | -4.0% |
| 30D | +8.3% | -1.1% | +9.4% | +8.6% |
| 3M | +20.0% | -1.9% | +22.0% | +20.6% |
| 6M | +25.7% | -1.7% | +27.4% | +26.2% |
| YTD | +38.7% | -1.3% | +40.0% | +39.2% |
| 1Y | +74.7% | -0.7% | +75.4% | +75.2% |
| 3Y | +45.4% | +12.5% | +32.9% | +44.0% |
| 5Y | +129.0% | -2.5% | +131.5% | +122.5% |
| All | +224.4% | +14.2% | +210.2% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling