+45.4%
MRK vs AON
-7.5%
+52.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | -4.3% | -6.3% | +2.1% | -3.3% |
| 30D | +8.3% | -14.1% | +22.4% | +10.7% |
| 3M | +20.0% | -9.5% | +29.5% | +21.8% |
| 6M | +25.7% | -4.0% | +29.7% | +26.3% |
| YTD | +38.7% | -13.8% | +52.5% | +41.6% |
| 1Y | +74.7% | -18.3% | +93.0% | +79.4% |
| 3Y | +45.4% | -7.2% | +52.5% | +53.0% |
| All | +45.4% | -7.5% | +52.8% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling