+3,812.0%
MRK vs APA
+815.8%
+2,996.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | +17.1% | +23.4% | -6.3% | +14.4% |
| 3M | +25.9% | +12.7% | +13.2% | +24.0% |
| 6M | +26.8% | +39.4% | -12.6% | +21.5% |
| YTD | +44.9% | +79.0% | -34.0% | +34.9% |
| 1Y | +84.8% | +88.8% | -4.0% | +70.5% |
| 3Y | +50.1% | +6.4% | +43.8% | +44.4% |
| 5Y | +127.4% | +153.0% | -25.6% | +91.8% |
| 10Y | +240.0% | +7.5% | +232.4% | +177.9% |
| All | +3,812.0% | +815.8% | +2,996.2% | +2,474.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling