+224.4%
MRK vs EAT
+374.9%
-150.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -4.3% | -7.7% | +3.4% | -3.9% |
| 30D | +8.3% | -13.6% | +21.9% | +9.0% |
| 3M | +20.0% | +33.9% | -13.8% | +18.3% |
| 6M | +25.7% | +47.2% | -21.5% | +23.0% |
| YTD | +38.7% | +48.1% | -9.3% | +35.7% |
| 1Y | +74.7% | +33.7% | +41.0% | +71.4% |
| 3Y | +45.4% | +595.8% | -550.4% | +30.4% |
| 5Y | +129.0% | +314.4% | -185.3% | +108.5% |
| All | +224.4% | +374.9% | -150.5% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling