+84.8%
MRK vs ALK
-33.1%
+117.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +17.1% | -19.2% | +36.4% | +19.2% |
| 3M | +25.9% | -1.5% | +27.4% | +25.4% |
| 6M | +26.8% | -13.1% | +39.9% | +26.9% |
| YTD | +44.9% | -16.4% | +61.3% | +44.3% |
| 1Y | +84.8% | -33.1% | +117.9% | +83.0% |
| All | +84.8% | -33.1% | +117.9% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling