+230.8%
MRK vs APD
+191.9%
+38.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.7% | +3.8% | -3.1% | -0.4% |
| 30D | +0.3% | +8.2% | -7.9% | -2.0% |
| 3M | +9.7% | +4.3% | +5.4% | +8.2% |
| 6M | +32.0% | +4.7% | +27.3% | +29.8% |
| YTD | +43.3% | +31.5% | +11.7% | +31.0% |
| 1Y | +63.7% | +23.5% | +40.1% | +52.2% |
| 3Y | +58.0% | +29.1% | +28.9% | +42.2% |
| 5Y | +105.0% | +15.9% | +89.1% | +87.9% |
| All | +230.8% | +191.9% | +38.9% | +108.7% |
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