+224.4%
MRK vs AU
+699.0%
-474.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -4.3% | -4.3% | 0.0% | -4.1% |
| 30D | +8.3% | +7.3% | +1.0% | +8.0% |
| 3M | +20.0% | +26.3% | -6.3% | +19.0% |
| 6M | +25.7% | +1.8% | +23.9% | +25.3% |
| YTD | +38.7% | +26.8% | +11.9% | +37.2% |
| 1Y | +74.7% | +66.7% | +8.0% | +71.1% |
| 3Y | +45.4% | +579.1% | -533.7% | +35.0% |
| 5Y | +129.0% | +689.3% | -560.3% | +110.9% |
| All | +224.4% | +699.0% | -474.6% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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