+3,767.8%
MRK vs AME
+19,084.3%
-15,316.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +0.7% | +5.9% | -5.2% | -0.7% |
| 30D | +0.3% | -1.9% | +2.2% | +0.5% |
| 3M | +9.7% | -5.4% | +15.0% | +10.7% |
| 6M | +32.0% | +4.9% | +27.0% | +29.6% |
| YTD | +43.3% | +18.5% | +24.8% | +36.5% |
| 1Y | +63.7% | +25.5% | +38.2% | +53.8% |
| 3Y | +58.0% | +63.0% | -5.0% | +37.8% |
| 5Y | +105.0% | +78.3% | +26.7% | +73.3% |
| 10Y | +228.6% | +447.1% | -218.5% | +108.7% |
| All | +3,767.8% | +19,084.3% | -15,316.5% | +1,246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling