+49.3%
MRK vs ALB
-27.5%
+76.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | -0.9% | -4.4% | +3.5% | -0.8% |
| 30D | +15.5% | -1.2% | +16.6% | +15.5% |
| 3M | +25.1% | -13.3% | +38.4% | +25.7% |
| 6M | +30.1% | -19.8% | +49.9% | +30.6% |
| YTD | +43.1% | -7.9% | +51.0% | +42.1% |
| 1Y | +82.5% | +60.2% | +22.3% | +74.5% |
| 3Y | +49.3% | -26.4% | +75.8% | +45.7% |
| All | +49.3% | -27.5% | +76.8% | +45.7% |
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