+131.3%
MRK vs AMC
-99.4%
+230.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.7% | -1.3% |
| 7D | +1.3% | +2.3% | -1.0% | +1.3% |
| 30D | +17.1% | -0.7% | +17.9% | +17.1% |
| 3M | +25.9% | +35.2% | -9.3% | +26.2% |
| 6M | +26.8% | +124.6% | -97.8% | +27.5% |
| YTD | +44.9% | +69.9% | -25.0% | +45.5% |
| 1Y | +84.8% | -2.6% | +87.4% | +85.0% |
| 3Y | +50.1% | -79.8% | +129.9% | +49.1% |
| All | +131.3% | -99.4% | +230.7% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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