+382.8%
MRK vs ALLE
+336.8%
+46.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | +1.7% | +25.9% | -24.2% | -4.5% |
| 3M | +13.8% | +14.9% | -1.1% | +9.4% |
| 6M | +34.7% | +42.1% | -7.4% | +21.9% |
| YTD | +43.6% | +20.4% | +23.2% | +35.4% |
| 1Y | +75.7% | +14.9% | +60.8% | +67.8% |
| 3Y | +60.0% | +90.1% | -30.1% | +31.3% |
| 5Y | +105.4% | +53.0% | +52.4% | +75.8% |
| 10Y | +224.1% | +208.8% | +15.3% | +108.4% |
| All | +382.8% | +336.8% | +46.0% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling