+331.9%
MRK vs ALLY
+98.6%
+233.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -2.1% | -2.8% | +0.7% | -1.8% |
| 30D | +1.2% | +1.9% | -0.7% | +0.9% |
| 3M | +13.5% | -12.1% | +25.6% | +15.3% |
| 6M | +34.0% | -9.0% | +43.0% | +35.4% |
| YTD | +42.7% | -12.9% | +55.6% | +44.7% |
| 1Y | +66.6% | -0.1% | +66.7% | +65.8% |
| 3Y | +59.1% | +64.6% | -5.5% | +45.6% |
| 5Y | +104.1% | -10.1% | +114.2% | +99.8% |
| 10Y | +227.3% | +176.7% | +50.6% | +140.1% |
| All | +331.9% | +98.6% | +233.3% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling