+130.3%
MRK vs AME
+82.6%
+47.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +11.0% | -8.6% | +19.6% | +12.7% |
| 3M | +22.4% | +5.8% | +16.6% | +20.6% |
| 6M | +25.4% | +3.8% | +21.6% | +23.9% |
| YTD | +39.5% | +14.4% | +25.0% | +35.2% |
| 1Y | +78.0% | +25.8% | +52.2% | +69.4% |
| 3Y | +45.5% | +55.2% | -9.6% | +31.6% |
| 5Y | +130.3% | +85.5% | +44.7% | +96.0% |
| All | +130.3% | +82.6% | +47.7% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling