+561.0%
MRK vs EEM
+857.8%
-296.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.7% | +2.0% | -4.7% | -3.4% |
| 30D | +12.7% | +5.1% | +7.6% | +10.7% |
| 3M | +24.2% | +4.6% | +19.7% | +21.4% |
| 6M | +27.8% | +17.8% | +10.1% | +18.6% |
| YTD | +42.2% | +25.8% | +16.4% | +28.5% |
| 1Y | +80.2% | +36.4% | +43.8% | +57.7% |
| 3Y | +48.4% | +90.0% | -41.6% | +13.0% |
| 5Y | +133.6% | +46.6% | +87.0% | +93.7% |
| 10Y | +236.2% | +132.3% | +104.0% | +123.9% |
| All | +561.0% | +857.8% | -296.9% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling