+129.9%
MRK vs EEM
+45.2%
+84.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | +8.3% | +2.1% | +6.2% | +8.1% |
| 3M | +20.0% | +1.0% | +19.0% | +19.7% |
| 6M | +25.7% | +15.9% | +9.8% | +22.5% |
| YTD | +38.7% | +24.6% | +14.1% | +34.0% |
| 1Y | +74.7% | +32.3% | +42.4% | +67.4% |
| 3Y | +45.4% | +85.9% | -40.6% | +33.8% |
| All | +129.9% | +45.2% | +84.7% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling