+1,193.7%
EWY vs MRK
+473.8%
+719.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.5% |
| 7D | +1.2% | -5.0% | +6.2% | +3.2% |
| 30D | +9.3% | +11.0% | -1.7% | +4.8% |
| 3M | +2.4% | +22.4% | -20.0% | -6.1% |
| 6M | +40.3% | +25.4% | +14.9% | +26.7% |
| YTD | +88.0% | +39.5% | +48.5% | +62.9% |
| 1Y | +143.8% | +78.0% | +65.8% | +90.4% |
| 3Y | +217.8% | +45.5% | +172.2% | +161.3% |
| 5Y | +142.7% | +130.3% | +12.5% | +59.1% |
| 10Y | +291.7% | +229.8% | +61.9% | +114.6% |
| All | +1,193.7% | +473.8% | +719.9% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling