+372.0%
MRK vs AMC
-97.5%
+469.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.3% | -6.9% | +1.4% |
| 7D | +0.3% | +6.6% | -6.3% | +0.3% |
| 30D | +2.2% | +14.1% | -11.9% | +2.2% |
| 3M | +16.4% | +31.3% | -14.9% | +16.4% |
| 6M | +35.3% | +126.7% | -91.4% | +35.4% |
| YTD | +44.2% | +117.9% | -73.7% | +44.3% |
| 1Y | +77.5% | +41.1% | +36.4% | +77.5% |
| 3Y | +59.2% | -61.0% | +120.2% | +59.2% |
| 5Y | +109.6% | -99.1% | +208.7% | +109.3% |
| 10Y | +229.6% | -98.7% | +328.3% | +252.1% |
| All | +372.0% | -97.5% | +469.5% | +371.8% |
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 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