+2,525.8%
MRK vs AZO
+41,743.6%
-39,217.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -4.3% | -3.6% | -0.7% | -3.6% |
| 30D | +8.3% | -5.6% | +13.8% | +9.5% |
| 3M | +20.0% | -6.6% | +26.7% | +21.4% |
| 6M | +25.7% | -22.5% | +48.2% | +31.4% |
| YTD | +38.7% | -15.2% | +53.9% | +42.3% |
| 1Y | +74.7% | -33.9% | +108.6% | +87.8% |
| 3Y | +45.4% | +11.8% | +33.6% | +40.0% |
| 5Y | +129.0% | +85.5% | +43.5% | +97.7% |
| 10Y | +228.0% | +298.2% | -70.2% | +138.3% |
| All | +2,525.8% | +41,743.6% | -39,217.8% | +783.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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