+224.4%
MRK vs AON
+204.8%
+19.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | -4.3% | -6.3% | +2.1% | -2.5% |
| 30D | +8.3% | -14.1% | +22.4% | +12.7% |
| 3M | +20.0% | -9.5% | +29.5% | +23.0% |
| 6M | +25.7% | -4.0% | +29.7% | +26.3% |
| YTD | +38.7% | -13.8% | +52.5% | +43.4% |
| 1Y | +74.7% | -18.3% | +93.0% | +83.3% |
| 3Y | +45.4% | -7.2% | +52.5% | +45.1% |
| 5Y | +129.0% | +7.3% | +121.7% | +114.5% |
| All | +224.4% | +204.8% | +19.6% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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