+50.4%
MRK vs BAM
+67.8%
-17.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.6% |
| 7D | -2.7% | -3.9% | +1.2% | -2.6% |
| 30D | +12.7% | -8.8% | +21.5% | +13.0% |
| 3M | +24.2% | +2.2% | +22.0% | +24.3% |
| 6M | +27.8% | +5.9% | +21.9% | +27.7% |
| YTD | +42.2% | -6.1% | +48.3% | +42.4% |
| 1Y | +80.2% | -11.6% | +91.8% | +80.6% |
| 3Y | +48.4% | +51.7% | -3.3% | +45.3% |
| All | +50.4% | +67.8% | -17.5% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 5y: compounded portfolio wealth divided by compounded BAM 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…
5y analysis · Full analysis span regression · 6 months rolling