+85.6%
MRK vs AMRZ
-20.1%
+105.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -7.5% | +3.3% | -3.1% |
| 30D | +8.3% | -12.4% | +20.7% | +10.4% |
| 3M | +20.0% | -22.4% | +42.4% | +24.1% |
| 6M | +25.7% | -29.5% | +55.2% | +32.2% |
| YTD | +38.7% | -24.1% | +62.9% | +42.9% |
| 1Y | +74.7% | -26.3% | +100.9% | +80.6% |
| All | +85.6% | -20.1% | +105.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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