+106.8%
MRK vs ALLE
+49.9%
+56.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | +2.8% | +25.3% | -22.6% | -0.8% |
| 3M | +15.0% | +10.3% | +4.7% | +13.2% |
| 6M | +30.9% | +38.0% | -7.1% | +24.2% |
| YTD | +42.3% | +17.8% | +24.5% | +38.0% |
| 1Y | +76.1% | +13.6% | +62.5% | +71.7% |
| 3Y | +54.1% | +89.2% | -35.1% | +41.3% |
| All | +106.8% | +49.9% | +56.9% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling