+3,812.0%
MRK vs APD
+6,115.6%
-2,303.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +1.3% | -2.2% | +3.5% | +2.0% |
| 30D | +17.1% | +2.1% | +15.0% | +16.3% |
| 3M | +25.9% | +7.2% | +18.7% | +22.8% |
| 6M | +26.8% | +11.2% | +15.6% | +22.0% |
| YTD | +44.9% | +24.4% | +20.5% | +34.4% |
| 1Y | +84.8% | +6.7% | +78.2% | +79.3% |
| 3Y | +50.1% | +9.2% | +40.9% | +41.3% |
| 5Y | +127.4% | +27.4% | +100.1% | +100.1% |
| 10Y | +240.0% | +164.8% | +75.1% | +130.4% |
| All | +3,812.0% | +6,115.6% | -2,303.6% | +774.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling