+224.4%
MRK vs APTV
-16.1%
+240.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.3% | -5.0% | +0.8% | -3.7% |
| 30D | +8.3% | -6.1% | +14.3% | +9.0% |
| 3M | +20.0% | -33.0% | +53.0% | +25.0% |
| 6M | +25.7% | -35.2% | +60.9% | +30.8% |
| YTD | +38.7% | -40.1% | +78.9% | +45.4% |
| 1Y | +74.7% | -45.6% | +120.3% | +85.0% |
| 3Y | +45.4% | -54.4% | +99.7% | +54.4% |
| 5Y | +129.0% | -68.9% | +197.9% | +150.6% |
| All | +224.4% | -16.1% | +240.5% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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