+226.2%
MRK vs ALM
+2,776.7%
-2,550.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -1.8% |
| 7D | -5.0% | -7.1% | +2.1% | -5.0% |
| 30D | +11.0% | +24.7% | -13.7% | +10.7% |
| 3M | +22.4% | +8.3% | +14.1% | +22.2% |
| 6M | +25.4% | -22.2% | +47.6% | +25.4% |
| YTD | +39.5% | +88.1% | -48.6% | +38.3% |
| 1Y | +78.0% | +272.4% | -194.4% | +75.2% |
| 3Y | +45.5% | +2,004.1% | -1,958.6% | +39.0% |
| 5Y | +130.3% | +915.8% | -785.5% | +121.4% |
| All | +226.2% | +2,776.7% | -2,550.6% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling