+224.1%
MRK vs ALLY
+182.8%
+41.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.2% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +1.7% | +1.1% | +0.5% | +1.5% |
| 3M | +13.8% | -13.2% | +26.9% | +15.5% |
| 6M | +34.7% | -13.5% | +48.1% | +36.7% |
| YTD | +43.6% | -14.3% | +57.8% | +45.6% |
| 1Y | +75.7% | -1.1% | +76.8% | +75.2% |
| 3Y | +60.0% | +62.0% | -2.0% | +48.3% |
| 5Y | +105.4% | -9.6% | +115.0% | +101.7% |
| 10Y | +224.1% | +176.0% | +48.2% | +161.0% |
| All | +224.1% | +182.8% | +41.3% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling