+46.1%
MRK vs EEM
+83.8%
-37.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.7% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +11.0% | +2.4% | +8.6% | +10.7% |
| 3M | +22.4% | +4.2% | +18.2% | +21.2% |
| 6M | +25.4% | +14.8% | +10.6% | +21.0% |
| YTD | +39.5% | +23.1% | +16.4% | +32.9% |
| 1Y | +78.0% | +32.5% | +45.4% | +67.2% |
| All | +46.1% | +83.8% | -37.7% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling