+2,760.1%
MRK vs ALB
+2,835.3%
-75.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.7% |
| 7D | +1.3% | -8.1% | +9.4% | +2.6% |
| 30D | +17.1% | +6.3% | +10.9% | +15.9% |
| 3M | +25.9% | -23.6% | +49.5% | +30.3% |
| 6M | +26.8% | -24.6% | +51.4% | +30.4% |
| YTD | +44.9% | -10.3% | +55.2% | +44.1% |
| 1Y | +84.8% | +61.5% | +23.4% | +65.9% |
| 3Y | +50.1% | -34.0% | +84.1% | +47.8% |
| 5Y | +127.4% | -44.6% | +172.0% | +119.5% |
| 10Y | +240.0% | +76.1% | +163.9% | +137.8% |
| All | +2,760.1% | +2,835.3% | -75.2% | +1,034.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling