+230.8%
MRK vs ECL
+197.5%
+33.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | +0.3% | +7.5% | -7.2% | -2.1% |
| 3M | +9.7% | +12.2% | -2.6% | +5.6% |
| 6M | +32.0% | +24.6% | +7.4% | +22.7% |
| YTD | +43.3% | +18.8% | +24.5% | +35.2% |
| 1Y | +63.7% | +19.3% | +44.3% | +54.2% |
| 3Y | +58.0% | +78.2% | -20.2% | +31.2% |
| 5Y | +105.0% | +38.8% | +66.2% | +82.8% |
| All | +230.8% | +197.5% | +33.3% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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