+129.9%
MRK vs AIG
+53.2%
+76.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.3% | -1.2% | -3.1% | -4.1% |
| 30D | +8.3% | -1.1% | +9.3% | +8.5% |
| 3M | +20.0% | +0.7% | +19.4% | +19.7% |
| 6M | +25.7% | -2.2% | +27.8% | +25.9% |
| YTD | +38.7% | -10.8% | +49.6% | +41.1% |
| 1Y | +74.7% | -2.0% | +76.7% | +74.3% |
| 3Y | +45.4% | +34.8% | +10.5% | +36.9% |
| All | +129.9% | +53.2% | +76.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 5y: compounded portfolio wealth divided by compounded AIG 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…
5y analysis · Full analysis span regression · 6 months rolling