+572.6%
MRK vs AGG
+96.1%
+476.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.9% |
| 7D | -5.0% | -0.9% | -4.1% | -5.0% |
| 30D | +11.0% | -1.0% | +11.9% | +10.9% |
| 3M | +22.4% | -1.3% | +23.7% | +22.3% |
| 6M | +25.4% | -2.1% | +27.5% | +25.3% |
| YTD | +39.5% | -1.2% | +40.7% | +39.4% |
| 1Y | +78.0% | -0.5% | +78.5% | +78.0% |
| 3Y | +45.5% | +12.4% | +33.1% | +47.6% |
| 5Y | +130.3% | -2.4% | +132.7% | +125.7% |
| 10Y | +229.8% | +14.3% | +215.5% | +238.6% |
| All | +572.6% | +96.1% | +476.5% | +629.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling