+147.8%
EWY vs MRK
+76.4%
+71.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.2% |
| 7D | -0.1% | -4.3% | +4.2% | -0.2% |
| 30D | +7.3% | +8.3% | -1.0% | +7.9% |
| 3M | -5.1% | +20.0% | -25.2% | -3.3% |
| 6M | +42.1% | +25.7% | +16.4% | +44.5% |
| YTD | +94.1% | +38.7% | +55.4% | +100.0% |
| 1Y | +147.8% | +74.7% | +73.1% | +163.2% |
| All | +147.8% | +76.4% | +71.5% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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