+49.3%
MRK vs APD
+10.0%
+39.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | -0.9% | -2.5% | +1.6% | -0.5% |
| 30D | +15.5% | -1.9% | +17.3% | +15.8% |
| 3M | +25.1% | +8.2% | +16.9% | +23.1% |
| 6M | +30.1% | +10.7% | +19.3% | +27.4% |
| YTD | +43.1% | +22.9% | +20.2% | +37.0% |
| 1Y | +82.5% | +5.8% | +76.7% | +79.1% |
| 3Y | +49.3% | +7.8% | +41.5% | +44.6% |
| All | +49.3% | +10.0% | +39.3% | +44.6% |
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 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