+3,812.0%
MRK vs ED
+2,217.3%
+1,594.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +17.1% | -0.1% | +17.3% | +17.1% |
| 3M | +25.9% | +3.9% | +22.0% | +23.8% |
| 6M | +26.8% | -3.0% | +29.8% | +28.2% |
| YTD | +44.9% | +10.7% | +34.2% | +38.7% |
| 1Y | +84.8% | +13.3% | +71.5% | +74.9% |
| 3Y | +50.1% | +34.5% | +15.6% | +30.7% |
| 5Y | +127.4% | +67.1% | +60.3% | +78.1% |
| 10Y | +240.0% | +103.0% | +136.9% | +134.5% |
| All | +3,812.0% | +2,217.3% | +1,594.7% | +770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling