+130.3%
MRK vs EAT
+308.2%
-177.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -5.0% | -6.2% | +1.2% | -4.8% |
| 30D | +11.0% | -3.0% | +14.0% | +11.0% |
| 3M | +22.4% | +45.6% | -23.3% | +21.1% |
| 6M | +25.4% | +53.5% | -28.1% | +23.8% |
| YTD | +39.5% | +49.6% | -10.1% | +37.8% |
| 1Y | +78.0% | +38.9% | +39.1% | +75.9% |
| 3Y | +45.5% | +589.7% | -544.1% | +39.4% |
| 5Y | +130.3% | +318.7% | -188.4% | +129.2% |
| All | +130.3% | +308.2% | -177.9% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling