+2,030.6%
MRK vs APH
+119,301.1%
-117,270.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.3% | -0.8% |
| 7D | -1.9% | -5.9% | +4.1% | -1.1% |
| 30D | +2.8% | -14.8% | +17.6% | +4.9% |
| 3M | +15.0% | -12.4% | +27.4% | +16.7% |
| 6M | +30.9% | +8.1% | +22.8% | +27.9% |
| YTD | +42.3% | +10.9% | +31.3% | +37.3% |
| 1Y | +76.1% | +8.8% | +67.3% | +70.1% |
| 3Y | +54.1% | +262.1% | -208.0% | +20.7% |
| 5Y | +109.5% | +283.1% | -173.6% | +61.0% |
| 10Y | +254.8% | +908.1% | -653.3% | +131.4% |
| All | +2,030.6% | +119,301.1% | -117,270.6% | +828.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling