+65.4%
MRK vs ALB
-9.0%
+74.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | -3.6% | +3.6% | +0.1% |
| 30D | +3.5% | -2.9% | +6.4% | +3.5% |
| 3M | +11.2% | -25.8% | +37.1% | +11.3% |
| 6M | +32.5% | -53.6% | +86.1% | +34.0% |
| YTD | +42.5% | -32.4% | +74.9% | +36.3% |
| 1Y | +65.4% | -13.0% | +78.4% | +49.4% |
| All | +65.4% | -9.0% | +74.4% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling