+45.4%
MRK vs AGI
+206.1%
-160.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.3% | -2.7% | -1.5% | -4.1% |
| 30D | +8.3% | +7.2% | +1.0% | +7.9% |
| 3M | +20.0% | +4.3% | +15.8% | +19.5% |
| 6M | +25.7% | -27.1% | +52.8% | +27.2% |
| YTD | +38.7% | -6.6% | +45.3% | +38.9% |
| 1Y | +74.7% | +9.5% | +65.2% | +73.5% |
| 3Y | +45.4% | +208.4% | -163.1% | +33.0% |
| All | +45.4% | +206.1% | -160.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling