+54.1%
MRK vs AXP
+117.6%
-63.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -1.9% | +0.6% | -2.5% | -1.9% |
| 30D | +2.8% | +5.8% | -3.1% | +2.2% |
| 3M | +15.0% | -6.0% | +21.0% | +15.7% |
| 6M | +30.9% | +0.3% | +30.6% | +30.7% |
| YTD | +42.3% | -12.3% | +54.5% | +43.9% |
| 1Y | +76.1% | -11.2% | +87.3% | +77.7% |
| 3Y | +54.1% | +117.0% | -62.9% | +41.7% |
| All | +54.1% | +117.6% | -63.5% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling