+52.8%
MRK vs ALLE
+50.9%
+1.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +1.3% | -0.2% | +1.6% | +1.4% |
| 30D | +17.1% | -6.8% | +23.9% | +18.8% |
| 3M | +25.9% | +21.0% | +4.9% | +20.8% |
| 6M | +26.8% | +1.1% | +25.7% | +26.1% |
| YTD | +44.9% | -0.5% | +45.4% | +44.2% |
| 1Y | +84.8% | -7.3% | +92.1% | +86.2% |
| All | +52.8% | +50.9% | +1.9% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling