+26.5%
MRK vs AS
+125.3%
-98.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | 0.0% | -3.6% | +3.6% | +0.2% |
| 30D | +3.5% | +3.4% | +0.1% | +3.3% |
| 3M | +11.2% | -8.6% | +19.8% | +11.8% |
| 6M | +32.5% | -10.0% | +42.5% | +33.0% |
| YTD | +42.5% | -19.2% | +61.7% | +43.6% |
| 1Y | +65.4% | -3.8% | +69.2% | +64.7% |
| All | +26.5% | +125.3% | -98.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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