+230.8%
MRK vs ALLE
+211.7%
+19.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.3% |
| 7D | +0.7% | +3.6% | -2.9% | -0.1% |
| 30D | +0.3% | +25.9% | -25.6% | -5.3% |
| 3M | +9.7% | +15.8% | -6.1% | +5.6% |
| 6M | +32.0% | +48.1% | -16.1% | +19.2% |
| YTD | +43.3% | +22.0% | +21.3% | +35.4% |
| 1Y | +63.7% | +18.0% | +45.6% | +55.9% |
| 3Y | +58.0% | +93.1% | -35.1% | +31.6% |
| 5Y | +105.0% | +52.1% | +52.9% | +79.0% |
| All | +230.8% | +211.7% | +19.1% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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