+91.4%
MRK vs AMRZ
-17.3%
+108.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.6% |
| 30D | +15.5% | -9.8% | +25.3% | +17.1% |
| 3M | +25.1% | -17.2% | +42.3% | +27.9% |
| 6M | +30.1% | -26.9% | +57.0% | +36.1% |
| YTD | +43.1% | -21.5% | +64.6% | +46.6% |
| 1Y | +82.5% | -22.9% | +105.3% | +87.2% |
| All | +91.4% | -17.3% | +108.7% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling