+224.1%
MRK vs APH
+938.3%
-714.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | +2.3% | -5.0% | +7.4% | +3.0% |
| 30D | +1.7% | -8.4% | +10.0% | +2.8% |
| 3M | +13.8% | -4.5% | +18.3% | +13.9% |
| 6M | +34.7% | +25.3% | +9.4% | +27.0% |
| YTD | +43.6% | +18.9% | +24.6% | +34.9% |
| 1Y | +75.7% | +11.9% | +63.7% | +67.0% |
| 3Y | +60.0% | +278.0% | -217.9% | +6.7% |
| 5Y | +105.4% | +306.4% | -201.1% | +31.2% |
| 10Y | +224.1% | +955.2% | -731.0% | +42.7% |
| All | +224.1% | +938.3% | -714.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling