+130.3%
MRK vs AMT
-31.2%
+161.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | +15.5% | +1.8% | +13.6% | +15.1% |
| 3M | +25.1% | -6.2% | +31.3% | +26.2% |
| 6M | +30.1% | -5.0% | +35.1% | +30.9% |
| YTD | +43.1% | +2.1% | +41.1% | +42.3% |
| 1Y | +82.5% | -5.7% | +88.2% | +83.5% |
| 3Y | +49.3% | +7.9% | +41.4% | +47.1% |
| 5Y | +130.3% | -32.3% | +162.6% | +147.2% |
| All | +130.3% | -31.2% | +161.5% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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