+618.9%
MRK vs APTV
+180.9%
+438.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.6% |
| 7D | -0.9% | +2.0% | -2.9% | -1.2% |
| 30D | +15.5% | -7.7% | +23.2% | +16.6% |
| 3M | +25.1% | -34.0% | +59.1% | +31.6% |
| 6M | +30.1% | -37.1% | +67.2% | +37.0% |
| YTD | +43.1% | -39.9% | +83.0% | +51.3% |
| 1Y | +82.5% | -44.4% | +126.9% | +94.8% |
| 3Y | +49.3% | -54.5% | +103.8% | +60.8% |
| 5Y | +130.3% | -69.1% | +199.4% | +156.7% |
| 10Y | +234.3% | -20.0% | +254.4% | +190.7% |
| All | +618.9% | +180.9% | +438.0% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling