+3,763.3%
MRK vs EAT
+11,250.4%
-7,487.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.9% |
| 7D | -0.9% | -4.9% | +4.0% | -0.4% |
| 30D | +15.5% | -1.2% | +16.7% | +15.5% |
| 3M | +25.1% | +52.2% | -27.1% | +19.7% |
| 6M | +30.1% | +65.0% | -34.9% | +23.0% |
| YTD | +43.1% | +55.0% | -11.9% | +35.9% |
| 1Y | +82.5% | +42.1% | +40.4% | +74.3% |
| 3Y | +49.3% | +614.7% | -565.4% | +18.0% |
| 5Y | +130.3% | +322.7% | -192.5% | +86.9% |
| 10Y | +234.3% | +382.0% | -147.7% | +142.8% |
| All | +3,763.3% | +11,250.4% | -7,487.1% | +1,300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling