+3,665.8%
MRK vs DE
+14,511.5%
-10,845.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.0% | -2.4% | -2.6% | -4.5% |
| 30D | +11.0% | +9.7% | +1.2% | +8.6% |
| 3M | +22.4% | +21.4% | +1.0% | +17.1% |
| 6M | +25.4% | +15.0% | +10.4% | +21.0% |
| YTD | +39.5% | +46.4% | -6.9% | +27.7% |
| 1Y | +78.0% | +45.6% | +32.3% | +63.0% |
| 3Y | +45.5% | +76.8% | -31.2% | +26.2% |
| 5Y | +130.3% | +99.4% | +30.9% | +90.4% |
| 10Y | +229.8% | +864.6% | -634.7% | +86.3% |
| All | +3,665.8% | +14,511.5% | -10,845.7% | +996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling