+369.8%
MRK vs AMC
-97.5%
+467.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.5% |
| 7D | +2.3% | +5.5% | -3.2% | +2.3% |
| 30D | +1.7% | +16.1% | -14.4% | +1.7% |
| 3M | +13.8% | +43.0% | -29.2% | +13.8% |
| 6M | +34.7% | +130.7% | -96.0% | +34.7% |
| YTD | +43.6% | +121.8% | -78.2% | +43.6% |
| 1Y | +75.7% | +40.7% | +35.0% | +75.7% |
| 3Y | +60.0% | -56.8% | +116.8% | +60.0% |
| 5Y | +105.4% | -99.1% | +204.4% | +105.1% |
| 10Y | +224.1% | -98.7% | +322.8% | +246.2% |
| All | +369.8% | -97.5% | +467.2% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling