+229.0%
MRK vs ALLY
+172.1%
+56.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -2.1% | +2.1% | +0.3% |
| 30D | +3.5% | +2.0% | +1.5% | +3.2% |
| 3M | +11.2% | -13.3% | +24.5% | +13.0% |
| 6M | +32.5% | -9.9% | +42.3% | +33.8% |
| YTD | +42.5% | -13.5% | +56.0% | +44.3% |
| 1Y | +65.4% | -2.8% | +68.2% | +65.2% |
| 3Y | +58.8% | +63.4% | -4.6% | +47.0% |
| 5Y | +103.9% | -10.9% | +114.7% | +100.7% |
| All | +229.0% | +172.1% | +56.9% | +162.3% |
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