+230.8%
MRK vs ALM
+2,100.8%
-1,870.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.2% | +0.5% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +0.3% | -19.3% | +19.6% | +0.4% |
| 3M | +9.7% | -40.6% | +50.3% | +10.1% |
| 6M | +32.0% | -57.9% | +89.9% | +32.7% |
| YTD | +43.3% | -6.7% | +50.0% | +43.0% |
| 1Y | +63.7% | +20.2% | +43.5% | +63.0% |
| 3Y | +58.0% | +879.4% | -821.4% | +53.0% |
| 5Y | +105.0% | +415.3% | -310.3% | +99.1% |
| All | +230.8% | +2,100.8% | -1,870.0% | +205.1% |
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