+135.6%
MRK vs JAAA
+29.3%
+106.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +12.7% | +0.5% | +12.2% | +12.3% |
| 3M | +24.2% | +1.2% | +23.0% | +23.2% |
| 6M | +27.8% | +2.7% | +25.1% | +25.6% |
| YTD | +42.2% | +3.2% | +39.0% | +39.3% |
| 1Y | +80.2% | +4.8% | +75.4% | +74.6% |
| 3Y | +48.4% | +19.0% | +29.4% | +41.7% |
| 5Y | +133.6% | +26.8% | +106.8% | +125.8% |
| All | +135.6% | +29.3% | +106.3% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling