+133.6%
MRK vs ED
+66.4%
+67.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.7% | +1.9% | +10.7% | +12.0% |
| 3M | +24.2% | +1.9% | +22.4% | +23.6% |
| 6M | +27.8% | -2.3% | +30.1% | +28.5% |
| YTD | +42.2% | +10.9% | +31.3% | +38.1% |
| 1Y | +80.2% | +14.5% | +65.7% | +73.2% |
| 3Y | +48.4% | +33.4% | +15.0% | +35.8% |
| 5Y | +133.6% | +67.3% | +66.3% | +120.1% |
| All | +133.6% | +66.4% | +67.2% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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