+105.7%
MRK vs AXP
+86.8%
+19.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +0.3% | +4.4% | -4.2% | -0.2% |
| 3M | +9.7% | -6.4% | +16.1% | +10.3% |
| 6M | +32.0% | +4.2% | +27.8% | +31.3% |
| YTD | +43.3% | -12.4% | +55.6% | +44.8% |
| 1Y | +63.7% | -11.1% | +74.8% | +65.1% |
| 3Y | +58.0% | +114.9% | -56.9% | +44.5% |
| All | +105.7% | +86.8% | +19.0% | +90.5% |
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 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