+67.6%
MRK vs ALK
-2.0%
+69.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | +12.9% | -10.6% | +1.2% |
| 30D | +1.7% | +5.5% | -3.9% | +1.1% |
| 3M | +13.8% | -12.1% | +25.9% | +14.9% |
| 6M | +34.7% | +1.7% | +33.0% | +33.6% |
| YTD | +43.6% | -17.4% | +61.0% | +42.5% |
| All | +67.6% | -2.0% | +69.6% | +62.7% |
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 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