+135.0%
MRK vs ALC
+17.1%
+117.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.2% |
| 7D | -5.0% | -7.7% | +2.7% | -3.1% |
| 30D | +11.0% | -11.7% | +22.6% | +14.4% |
| 3M | +22.4% | +0.7% | +21.7% | +22.1% |
| 6M | +25.4% | -17.1% | +42.5% | +30.7% |
| YTD | +39.5% | -15.1% | +54.6% | +44.4% |
| 1Y | +78.0% | -14.1% | +92.1% | +83.6% |
| 3Y | +45.5% | -18.2% | +63.7% | +50.2% |
| 5Y | +130.3% | -19.2% | +149.4% | +136.1% |
| All | +135.0% | +17.1% | +117.9% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling