+224.1%
MRK vs AXP
+435.0%
-210.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | -0.6% | +3.0% | +2.5% |
| 30D | +1.7% | +5.0% | -3.3% | +0.8% |
| 3M | +13.8% | -4.2% | +18.0% | +14.6% |
| 6M | +34.7% | +2.9% | +31.7% | +33.7% |
| YTD | +43.6% | -11.6% | +55.1% | +45.9% |
| 1Y | +75.7% | -11.1% | +86.8% | +78.3% |
| 3Y | +60.0% | +116.7% | -56.7% | +34.9% |
| 5Y | +105.4% | +89.6% | +15.7% | +74.7% |
| 10Y | +224.1% | +428.4% | -204.3% | +122.6% |
| All | +224.1% | +435.0% | -210.9% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling