+74.7%
MRK vs JAAA
+4.9%
+69.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.7% |
| 7D | -4.3% | +0.1% | -4.3% | -4.4% |
| 30D | +8.3% | +0.5% | +7.8% | +6.8% |
| 3M | +20.0% | +1.3% | +18.8% | +16.7% |
| 6M | +25.7% | +2.8% | +22.9% | +20.5% |
| YTD | +38.7% | +3.3% | +35.5% | +31.0% |
| 1Y | +74.7% | +4.9% | +69.8% | +43.7% |
| All | +74.7% | +4.9% | +69.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling