+60.0%
MRK vs APD
+27.2%
+32.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | +1.7% | +11.0% | -9.3% | -0.2% |
| 3M | +13.8% | +1.3% | +12.4% | +13.4% |
| 6M | +34.7% | +6.4% | +28.3% | +33.0% |
| YTD | +43.6% | +28.9% | +14.6% | +35.6% |
| 1Y | +75.7% | +23.2% | +52.4% | +67.3% |
| 3Y | +60.0% | +26.3% | +33.7% | +52.8% |
| All | +60.0% | +27.2% | +32.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling