+226.2%
MRK vs ECL
+155.8%
+70.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -5.0% | -2.6% | -2.4% | -4.2% |
| 30D | +11.0% | -4.6% | +15.5% | +12.7% |
| 3M | +22.4% | +6.0% | +16.4% | +20.0% |
| 6M | +25.4% | -3.0% | +28.4% | +26.4% |
| YTD | +39.5% | +4.0% | +35.5% | +37.5% |
| 1Y | +78.0% | +2.0% | +76.0% | +76.2% |
| 3Y | +45.5% | +53.9% | -8.4% | +26.5% |
| 5Y | +130.3% | +27.1% | +103.1% | +110.4% |
| All | +226.2% | +155.8% | +70.4% | +118.4% |
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