+388.1%
MRK vs AR
-30.5%
+418.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.7% |
| 7D | +2.3% | -5.8% | +8.1% | +2.5% |
| 30D | +1.7% | +4.8% | -3.1% | +1.4% |
| 3M | +13.8% | +1.5% | +12.2% | +13.6% |
| 6M | +34.7% | +4.7% | +30.0% | +34.2% |
| YTD | +43.6% | +9.2% | +34.4% | +42.6% |
| 1Y | +75.7% | +11.2% | +64.5% | +74.3% |
| 3Y | +60.0% | +46.2% | +13.8% | +56.0% |
| 5Y | +105.4% | +98.1% | +7.3% | +95.6% |
| 10Y | +224.1% | +54.5% | +169.6% | +203.8% |
| All | +388.1% | -30.5% | +418.6% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling