+224.4%
MRK vs EEM
+133.3%
+91.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -4.3% | -1.3% | -3.0% | -3.9% |
| 30D | +8.3% | +2.1% | +6.2% | +7.7% |
| 3M | +20.0% | +1.0% | +19.0% | +19.2% |
| 6M | +25.7% | +15.9% | +9.8% | +19.1% |
| YTD | +38.7% | +24.6% | +14.1% | +28.5% |
| 1Y | +74.7% | +32.3% | +42.4% | +58.8% |
| 3Y | +45.4% | +85.9% | -40.6% | +17.9% |
| 5Y | +129.0% | +45.4% | +83.7% | +101.3% |
| All | +224.4% | +133.3% | +91.1% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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