+49.9%
MRK vs ALM
+2,247.5%
-2,197.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.1% | -1.2% |
| 7D | -0.9% | +8.4% | -9.4% | -0.9% |
| 30D | +15.5% | +34.8% | -19.4% | +15.6% |
| 3M | +25.1% | +16.2% | +8.9% | +25.2% |
| 6M | +30.1% | +2.1% | +28.0% | +30.2% |
| YTD | +43.1% | +117.0% | -73.9% | +43.6% |
| 1Y | +82.5% | +313.9% | -231.4% | +84.1% |
| All | +49.9% | +2,247.5% | -2,197.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling