+58.0%
MRK vs ALB
-14.4%
+72.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.6% |
| 7D | +0.7% | -5.8% | +6.5% | +1.0% |
| 30D | +0.3% | -4.5% | +4.8% | +0.4% |
| 3M | +9.7% | -28.1% | +37.7% | +11.1% |
| 6M | +32.0% | -53.2% | +85.1% | +36.5% |
| YTD | +43.3% | -33.3% | +76.6% | +44.1% |
| 1Y | +63.7% | -17.4% | +81.1% | +62.3% |
| 3Y | +58.0% | -14.1% | +72.1% | +53.0% |
| All | +58.0% | -14.4% | +72.5% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling