+385.1%
MRK vs ALLE
+339.1%
+46.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.7% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +2.2% | +26.6% | -24.4% | -4.2% |
| 3M | +16.4% | +13.2% | +3.2% | +12.3% |
| 6M | +35.3% | +42.9% | -7.6% | +22.3% |
| YTD | +44.2% | +21.0% | +23.2% | +35.8% |
| 1Y | +77.5% | +15.2% | +62.3% | +69.4% |
| 3Y | +59.2% | +95.6% | -36.4% | +29.6% |
| 5Y | +109.6% | +53.4% | +56.1% | +79.3% |
| 10Y | +229.6% | +221.5% | +8.2% | +108.8% |
| All | +385.1% | +339.1% | +46.0% | +168.8% |
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