+224.4%
MRK vs AME
+445.1%
-220.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.5% |
| 7D | -4.3% | +1.7% | -6.0% | -4.8% |
| 30D | +8.3% | -6.4% | +14.7% | +10.2% |
| 3M | +20.0% | +7.1% | +13.0% | +17.1% |
| 6M | +25.7% | +8.2% | +17.5% | +22.0% |
| YTD | +38.7% | +18.2% | +20.6% | +31.0% |
| 1Y | +74.7% | +26.7% | +47.9% | +61.2% |
| 3Y | +45.4% | +60.7% | -15.3% | +22.4% |
| 5Y | +129.0% | +91.6% | +37.5% | +78.8% |
| All | +224.4% | +445.1% | -220.7% | +77.7% |
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