+74.7%
MRK vs ALM
+247.3%
-172.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.5% |
| 7D | -4.3% | -11.8% | +7.6% | -4.2% |
| 30D | +8.3% | +7.8% | +0.5% | +8.4% |
| 3M | +20.0% | -9.3% | +29.3% | +20.4% |
| 6M | +25.7% | -30.5% | +56.1% | +25.6% |
| YTD | +38.7% | +75.8% | -37.1% | +39.1% |
| 1Y | +74.7% | +241.2% | -166.5% | +97.2% |
| All | +74.7% | +247.3% | -172.6% | +97.2% |
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