+230.8%
MRK vs ALK
-45.9%
+276.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.7% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +0.3% | +7.7% | -7.4% | -0.5% |
| 3M | +9.7% | -19.0% | +28.6% | +11.6% |
| 6M | +32.0% | -0.2% | +32.2% | +31.1% |
| YTD | +43.3% | -23.5% | +66.8% | +45.2% |
| 1Y | +63.7% | -9.1% | +72.8% | +63.0% |
| 3Y | +58.0% | +12.0% | +46.0% | +50.4% |
| 5Y | +105.0% | -30.9% | +135.8% | +102.8% |
| All | +230.8% | -45.9% | +276.7% | +219.0% |
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 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