+578.6%
MRK vs AU
+789.2%
-210.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -2.7% | +0.6% | -3.4% | -2.7% |
| 30D | +12.7% | +12.3% | +0.4% | +12.0% |
| 3M | +24.2% | +29.4% | -5.1% | +22.3% |
| 6M | +27.8% | +3.2% | +24.6% | +27.0% |
| YTD | +42.2% | +31.8% | +10.4% | +39.1% |
| 1Y | +80.2% | +83.4% | -3.2% | +72.7% |
| 3Y | +48.4% | +623.1% | -574.7% | +29.9% |
| 5Y | +133.6% | +700.5% | -566.9% | +101.1% |
| 10Y | +236.2% | +717.6% | -481.3% | +179.2% |
| All | +578.6% | +789.2% | -210.6% | +426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling