+229.6%
MRK vs AXP
+453.0%
-223.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.2% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | +2.2% | +5.2% | -3.1% | +1.2% |
| 3M | +16.4% | -4.6% | +21.0% | +17.3% |
| 6M | +35.3% | +3.2% | +32.1% | +34.2% |
| YTD | +44.2% | -11.3% | +55.6% | +46.5% |
| 1Y | +77.5% | -11.0% | +88.5% | +80.1% |
| 3Y | +59.2% | +120.2% | -60.9% | +33.8% |
| 5Y | +109.6% | +91.7% | +17.8% | +77.8% |
| 10Y | +229.6% | +440.3% | -210.7% | +122.2% |
| All | +229.6% | +453.0% | -223.4% | +122.2% |
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