+84.8%
MRK vs ALM
+318.3%
-233.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | +17.1% | +32.0% | -14.9% | +17.3% |
| 3M | +25.9% | -15.0% | +40.9% | +26.4% |
| 6M | +26.8% | -10.1% | +36.9% | +26.7% |
| YTD | +44.9% | +99.4% | -54.5% | +45.6% |
| 1Y | +84.8% | +316.4% | -231.5% | +104.9% |
| All | +84.8% | +318.3% | -233.5% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling