+3,767.8%
MRK vs APD
+6,473.2%
-2,705.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.7% | +3.8% | -3.1% | -0.5% |
| 30D | +0.3% | +8.2% | -7.9% | -2.1% |
| 3M | +9.7% | +4.3% | +5.4% | +8.2% |
| 6M | +32.0% | +4.7% | +27.3% | +29.6% |
| YTD | +43.3% | +31.5% | +11.7% | +30.6% |
| 1Y | +63.7% | +23.5% | +40.1% | +51.9% |
| 3Y | +58.0% | +29.1% | +28.9% | +41.8% |
| 5Y | +105.0% | +15.9% | +89.1% | +86.4% |
| 10Y | +228.6% | +191.9% | +36.7% | +116.2% |
| All | +3,767.8% | +6,473.2% | -2,705.4% | +749.5% |
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