+133.6%
MRK vs APD
+25.2%
+108.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.7% | -4.6% | +1.9% | -1.9% |
| 30D | +12.7% | -4.2% | +16.9% | +13.5% |
| 3M | +24.2% | +5.0% | +19.3% | +22.9% |
| 6M | +27.8% | +8.9% | +18.9% | +25.5% |
| YTD | +42.2% | +21.9% | +20.3% | +36.3% |
| 1Y | +80.2% | +5.6% | +74.6% | +77.1% |
| 3Y | +48.4% | +6.9% | +41.5% | +44.6% |
| 5Y | +133.6% | +25.3% | +108.2% | +122.3% |
| All | +133.6% | +25.2% | +108.3% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling