+232.5%
MRK vs ALB
+90.4%
+142.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | -2.7% | -8.6% | +5.9% | -2.2% |
| 30D | +12.7% | -4.0% | +16.7% | +12.9% |
| 3M | +24.2% | -17.4% | +41.6% | +25.5% |
| 6M | +27.8% | -25.4% | +53.2% | +29.5% |
| YTD | +42.2% | -10.5% | +52.7% | +41.7% |
| 1Y | +80.2% | +75.8% | +4.4% | +69.9% |
| 3Y | +48.4% | -28.5% | +76.9% | +45.9% |
| 5Y | +133.6% | -45.1% | +178.7% | +128.8% |
| All | +232.5% | +90.4% | +142.2% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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