+238.4%
MRK vs ALK
-38.7%
+277.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -1.0% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | +15.5% | -18.5% | +33.9% | +17.6% |
| 3M | +25.1% | -3.6% | +28.7% | +25.0% |
| 6M | +30.1% | -3.7% | +33.8% | +29.6% |
| YTD | +43.1% | -19.0% | +62.1% | +44.5% |
| 1Y | +82.5% | -36.0% | +118.5% | +87.9% |
| 3Y | +49.3% | +2.3% | +47.0% | +43.7% |
| 5Y | +130.3% | -27.8% | +158.0% | +126.9% |
| All | +238.4% | -38.7% | +277.0% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling