+133.6%
MRK vs APA
+177.1%
-43.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +12.7% | +9.3% | +3.4% | +12.1% |
| 3M | +24.2% | +23.3% | +0.9% | +22.7% |
| 6M | +27.8% | +39.5% | -11.7% | +24.9% |
| YTD | +42.2% | +87.6% | -45.4% | +36.3% |
| 1Y | +80.2% | +114.2% | -34.0% | +71.2% |
| 3Y | +48.4% | +13.6% | +34.8% | +42.4% |
| 5Y | +133.6% | +175.6% | -42.0% | +116.8% |
| All | +133.6% | +177.1% | -43.5% | +116.8% |
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