+130.3%
MRK vs ALLE
+17.0%
+113.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -0.9% | +2.8% | -3.7% | -1.4% |
| 30D | +15.5% | -7.6% | +23.1% | +16.9% |
| 3M | +25.1% | +22.8% | +2.3% | +20.9% |
| 6M | +30.1% | +4.6% | +25.5% | +28.8% |
| YTD | +43.1% | -1.2% | +44.3% | +42.7% |
| 1Y | +82.5% | -9.1% | +91.6% | +84.1% |
| 3Y | +49.3% | +50.0% | -0.7% | +41.4% |
| 5Y | +130.3% | +15.2% | +115.0% | +128.1% |
| All | +130.3% | +17.0% | +113.3% | +128.1% |
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