+106.8%
MRK vs AXP
+91.7%
+15.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +43.8% |
| 1Y | +76.1% | -11.2% | +87.3% | +77.7% |
| 3Y | +54.1% | +117.0% | -62.9% | +40.7% |
| All | +106.8% | +91.7% | +15.1% | +91.4% |
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