+141.3%
MRK vs ALC
+30.4%
+111.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.2% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +0.3% | +16.0% | -15.8% | -3.5% |
| 3M | +9.7% | +0.8% | +8.8% | +9.3% |
| 6M | +32.0% | +16.8% | +15.1% | +26.7% |
| YTD | +43.3% | -5.5% | +48.8% | +44.2% |
| 1Y | +63.7% | -5.3% | +68.9% | +64.6% |
| 3Y | +58.0% | +4.1% | +53.9% | +53.5% |
| 5Y | +105.0% | -7.1% | +112.0% | +102.6% |
| All | +141.3% | +30.4% | +111.0% | +99.4% |
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