+129.9%
MRK vs DE
+97.2%
+32.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.3% | -2.6% | -1.7% | -4.0% |
| 30D | +8.3% | +9.0% | -0.7% | +7.1% |
| 3M | +20.0% | +19.1% | +0.9% | +17.2% |
| 6M | +25.7% | +14.4% | +11.3% | +23.2% |
| YTD | +38.7% | +45.9% | -7.2% | +31.9% |
| 1Y | +74.7% | +43.6% | +31.1% | +66.3% |
| 3Y | +45.4% | +75.9% | -30.5% | +34.3% |
| All | +129.9% | +97.2% | +32.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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