+3,812.0%
MRK vs ALK
+839.9%
+2,972.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.5% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +17.1% | -19.2% | +36.4% | +20.3% |
| 3M | +25.9% | -1.5% | +27.4% | +25.5% |
| 6M | +26.8% | -13.1% | +39.9% | +27.9% |
| YTD | +44.9% | -16.4% | +61.3% | +46.3% |
| 1Y | +84.8% | -33.1% | +117.9% | +91.6% |
| 3Y | +50.1% | +0.6% | +49.5% | +43.3% |
| 5Y | +127.4% | -26.4% | +153.8% | +122.3% |
| 10Y | +240.0% | -34.2% | +274.1% | +216.4% |
| All | +3,812.0% | +839.9% | +2,972.1% | +1,867.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling