+544.5%
MRK vs AMCR
+97.2%
+447.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | -2.7% | -6.3% | +3.6% | -1.5% |
| 30D | +12.7% | -7.1% | +19.8% | +14.3% |
| 3M | +24.2% | +12.7% | +11.6% | +21.5% |
| 6M | +27.8% | +5.2% | +22.7% | +26.3% |
| YTD | +42.2% | +8.1% | +34.1% | +39.7% |
| 1Y | +80.2% | +11.7% | +68.5% | +75.9% |
| 3Y | +48.4% | +9.9% | +38.5% | +44.1% |
| 5Y | +133.6% | -8.7% | +142.2% | +132.5% |
| 10Y | +236.2% | +16.8% | +219.4% | +210.2% |
| All | +544.5% | +97.2% | +447.3% | +494.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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