+106.8%
MRK vs ALK
-34.8%
+141.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | -1.9% | +9.0% | -10.9% | -2.4% |
| 30D | +2.8% | -1.6% | +4.4% | +2.8% |
| 3M | +15.0% | -23.2% | +38.2% | +16.7% |
| 6M | +30.9% | -3.9% | +34.8% | +30.7% |
| YTD | +42.3% | -22.6% | +64.9% | +43.2% |
| 1Y | +76.1% | -5.3% | +81.4% | +75.1% |
| 3Y | +54.1% | +18.6% | +35.5% | +48.9% |
| All | +106.8% | -34.8% | +141.5% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling