+236.2%
MRK vs ALLY
+178.1%
+58.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.5% |
| 30D | +12.7% | -4.5% | +17.2% | +13.3% |
| 3M | +24.2% | -2.8% | +27.1% | +24.5% |
| 6M | +27.8% | +10.3% | +17.5% | +26.1% |
| YTD | +42.2% | -5.7% | +47.9% | +42.7% |
| 1Y | +80.2% | +3.9% | +76.3% | +78.5% |
| 3Y | +48.4% | +64.7% | -16.3% | +37.0% |
| 5Y | +133.6% | -2.6% | +136.2% | +127.2% |
| 10Y | +236.2% | +186.0% | +50.3% | +153.3% |
| All | +236.2% | +178.1% | +58.2% | +153.3% |
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