+230.8%
MRK vs APH
+926.5%
-695.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +0.7% | +4.9% | -4.2% | -0.1% |
| 30D | +0.3% | -5.4% | +5.7% | +0.8% |
| 3M | +9.7% | -5.5% | +15.1% | +10.0% |
| 6M | +32.0% | +25.9% | +6.0% | +24.3% |
| YTD | +43.3% | +16.4% | +26.9% | +35.1% |
| 1Y | +63.7% | +16.5% | +47.2% | +54.0% |
| 3Y | +58.0% | +270.9% | -212.8% | +5.6% |
| 5Y | +105.0% | +289.5% | -184.5% | +32.5% |
| All | +230.8% | +926.5% | -695.7% | +46.6% |
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