+137.3%
MRK vs ALHC
-61.4%
+198.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.3% | -10.6% | +10.8% | +0.3% |
| 3M | +9.7% | -45.3% | +55.0% | +10.1% |
| 6M | +32.0% | -59.7% | +91.7% | +32.6% |
| YTD | +43.3% | -62.7% | +106.0% | +43.9% |
| 1Y | +63.7% | -56.1% | +119.8% | +64.2% |
| 3Y | +58.0% | +21.3% | +36.8% | +55.9% |
| 5Y | +105.0% | -66.0% | +170.9% | +102.9% |
| All | +137.3% | -61.4% | +198.6% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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