+131.3%
MRK vs AXP
+118.2%
+13.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +1.3% | -2.1% | +3.4% | +1.5% |
| 30D | +17.1% | -6.5% | +23.7% | +17.9% |
| 3M | +25.9% | +4.6% | +21.3% | +25.2% |
| 6M | +26.8% | +5.4% | +21.4% | +26.0% |
| YTD | +44.9% | -11.1% | +56.0% | +46.2% |
| 1Y | +84.8% | -0.3% | +85.1% | +84.1% |
| 3Y | +50.1% | +111.6% | -61.5% | +38.0% |
| All | +131.3% | +118.2% | +13.1% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling