+236.2%
MRK vs AR
+43.0%
+193.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | +12.7% | +5.5% | +7.2% | +12.5% |
| 3M | +24.2% | +12.9% | +11.4% | +23.6% |
| 6M | +27.8% | +0.1% | +27.7% | +27.7% |
| YTD | +42.2% | +13.5% | +28.7% | +41.3% |
| 1Y | +80.2% | +21.6% | +58.6% | +78.4% |
| 3Y | +48.4% | +46.0% | +2.4% | +45.0% |
| 5Y | +133.6% | +143.7% | -10.2% | +121.8% |
| 10Y | +236.2% | +44.3% | +191.9% | +228.3% |
| All | +236.2% | +43.0% | +193.2% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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