+230.8%
MRK vs AME
+444.5%
-213.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +0.7% | +5.9% | -5.2% | -0.9% |
| 30D | +0.3% | -1.9% | +2.2% | +0.5% |
| 3M | +9.7% | -5.4% | +15.0% | +10.9% |
| 6M | +32.0% | +4.9% | +27.0% | +29.1% |
| YTD | +43.3% | +18.5% | +24.8% | +34.8% |
| 1Y | +63.7% | +25.5% | +38.2% | +51.4% |
| 3Y | +58.0% | +63.0% | -5.0% | +32.5% |
| 5Y | +105.0% | +78.3% | +26.7% | +64.5% |
| All | +230.8% | +444.5% | -213.7% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling