+3,665.8%
MRK vs AON
+4,880.3%
-1,214.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | -5.0% | -5.9% | +0.9% | -3.6% |
| 30D | +11.0% | -13.7% | +24.6% | +14.8% |
| 3M | +22.4% | -8.3% | +30.7% | +24.6% |
| 6M | +25.4% | -3.6% | +29.0% | +25.9% |
| YTD | +39.5% | -12.4% | +51.8% | +43.0% |
| 1Y | +78.0% | -14.6% | +92.6% | +83.5% |
| 3Y | +45.5% | -5.7% | +51.3% | +44.9% |
| 5Y | +130.3% | +9.1% | +121.1% | +118.9% |
| 10Y | +229.8% | +208.7% | +21.1% | +140.2% |
| All | +3,665.8% | +4,880.3% | -1,214.5% | +1,299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling