+229.0%
MRK vs APD
+191.6%
+37.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.6% |
| 30D | +3.5% | +9.4% | -5.9% | +0.9% |
| 3M | +11.2% | +4.7% | +6.5% | +9.7% |
| 6M | +32.5% | +5.5% | +27.0% | +30.0% |
| YTD | +42.5% | +31.4% | +11.1% | +30.3% |
| 1Y | +65.4% | +24.1% | +41.3% | +53.6% |
| 3Y | +58.8% | +28.8% | +30.0% | +43.0% |
| 5Y | +103.9% | +15.8% | +88.1% | +87.0% |
| All | +229.0% | +191.6% | +37.4% | +107.6% |
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