+105.7%
MRK vs APA
+94.1%
+11.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | +0.7% | +8.5% | -7.8% | +0.3% |
| 30D | +0.3% | +2.8% | -2.5% | +0.1% |
| 3M | +9.7% | +21.7% | -12.1% | +8.3% |
| 6M | +32.0% | +32.6% | -0.7% | +29.5% |
| YTD | +43.3% | +103.7% | -60.4% | +36.2% |
| 1Y | +63.7% | +101.8% | -38.1% | +55.6% |
| 3Y | +58.0% | +48.1% | +10.0% | +49.4% |
| All | +105.7% | +94.1% | +11.7% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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