+247.5%
MRK vs AXP
+449.9%
-202.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | +2.8% | +5.8% | -3.1% | +1.7% |
| 3M | +15.0% | -6.0% | +21.0% | +16.2% |
| 6M | +30.9% | +0.3% | +30.6% | +30.5% |
| YTD | +42.3% | -12.3% | +54.5% | +44.8% |
| 1Y | +76.1% | -11.2% | +87.3% | +78.8% |
| 3Y | +54.1% | +117.0% | -62.9% | +29.7% |
| 5Y | +109.5% | +93.2% | +16.3% | +77.1% |
| All | +247.5% | +449.9% | -202.4% | +113.2% |
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