+144.1%
MRK vs ALC
+24.0%
+120.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | +17.1% | -0.1% | +17.2% | +17.1% |
| 3M | +25.9% | +5.9% | +20.0% | +24.0% |
| 6M | +26.8% | -15.9% | +42.7% | +31.7% |
| YTD | +44.9% | -10.1% | +55.0% | +47.9% |
| 1Y | +84.8% | -10.2% | +95.1% | +88.5% |
| 3Y | +50.1% | -13.6% | +63.7% | +52.9% |
| 5Y | +127.4% | -15.1% | +142.6% | +130.5% |
| All | +144.1% | +24.0% | +120.1% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling