+49.3%
MRK vs ALHC
+141.7%
-92.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | -0.9% | -1.0% | 0.0% | -0.9% |
| 30D | +15.5% | -6.3% | +21.8% | +15.5% |
| 3M | +25.1% | -12.3% | +37.4% | +25.2% |
| 6M | +30.1% | -27.0% | +57.1% | +29.8% |
| YTD | +43.1% | -31.8% | +75.0% | +42.7% |
| 1Y | +82.5% | -17.0% | +99.5% | +82.3% |
| 3Y | +49.3% | +159.8% | -110.5% | +46.3% |
| All | +49.3% | +141.7% | -92.3% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling