+2,727.8%
MRK vs ALB
+2,081.4%
+646.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.8% |
| 7D | +0.7% | -5.8% | +6.5% | +1.6% |
| 30D | +0.3% | -4.5% | +4.8% | +0.8% |
| 3M | +9.7% | -28.1% | +37.7% | +14.8% |
| 6M | +32.0% | -53.2% | +85.1% | +46.5% |
| YTD | +43.3% | -33.3% | +76.6% | +48.6% |
| 1Y | +63.7% | -17.4% | +81.1% | +63.9% |
| 3Y | +58.0% | -14.1% | +72.1% | +48.0% |
| 5Y | +105.0% | -64.0% | +169.0% | +112.2% |
| 10Y | +228.6% | +32.8% | +195.8% | +139.4% |
| All | +2,727.8% | +2,081.4% | +646.4% | +1,069.4% |
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