+57.1%
MRK vs AXP
+113.5%
-56.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | +3.5% | +2.7% | +0.8% | +3.3% |
| 3M | +11.2% | -7.3% | +18.5% | +12.0% |
| 6M | +32.5% | +1.8% | +30.7% | +32.1% |
| YTD | +42.5% | -13.1% | +55.5% | +44.3% |
| 1Y | +65.4% | -13.7% | +79.1% | +67.5% |
| All | +57.1% | +113.5% | -56.4% | +44.5% |
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