+133.6%
MRK vs ALM
+958.0%
-824.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -2.7% | +3.6% | -6.3% | -2.7% |
| 30D | +12.7% | +33.8% | -21.1% | +12.8% |
| 3M | +24.2% | +14.8% | +9.5% | +24.3% |
| 6M | +27.8% | -7.0% | +34.8% | +27.8% |
| YTD | +42.2% | +108.1% | -65.8% | +42.5% |
| 1Y | +80.2% | +313.8% | -233.6% | +81.1% |
| 3Y | +48.4% | +2,227.6% | -2,179.2% | +48.7% |
| 5Y | +133.6% | +956.6% | -823.1% | +135.0% |
| All | +133.6% | +958.0% | -824.4% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling