+3,812.0%
MRK vs AXP
+6,658.5%
-2,846.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | +17.1% | -6.5% | +23.7% | +19.1% |
| 3M | +25.9% | +4.6% | +21.3% | +24.2% |
| 6M | +26.8% | +5.4% | +21.4% | +24.7% |
| YTD | +44.9% | -11.1% | +56.0% | +48.0% |
| 1Y | +84.8% | -0.3% | +85.1% | +83.1% |
| 3Y | +50.1% | +111.6% | -61.5% | +20.9% |
| 5Y | +127.4% | +117.6% | +9.8% | +76.8% |
| 10Y | +240.0% | +474.1% | -234.2% | +93.3% |
| All | +3,812.0% | +6,658.5% | -2,846.5% | +990.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling