+226.2%
MRK vs APD
+168.7%
+57.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.0% | -3.5% | -1.5% | -4.0% |
| 30D | +11.0% | -5.1% | +16.0% | +12.6% |
| 3M | +22.4% | +6.9% | +15.5% | +19.6% |
| 6M | +25.4% | +8.1% | +17.3% | +21.9% |
| YTD | +39.5% | +21.2% | +18.2% | +30.6% |
| 1Y | +78.0% | +4.9% | +73.1% | +73.7% |
| 3Y | +45.5% | +6.3% | +39.2% | +38.7% |
| 5Y | +130.3% | +24.3% | +106.0% | +102.8% |
| All | +226.2% | +168.7% | +57.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling