+75.7%
MRK vs AXP
-11.5%
+87.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +2.3% | -0.6% | +3.0% | +2.4% |
| 30D | +1.7% | +5.0% | -3.3% | +1.5% |
| 3M | +13.8% | -4.2% | +18.0% | +14.1% |
| 6M | +34.7% | +2.9% | +31.7% | +34.3% |
| YTD | +43.6% | -11.6% | +55.1% | +46.5% |
| 1Y | +75.7% | -11.1% | +86.8% | +79.0% |
| All | +75.7% | -11.5% | +87.1% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling