+129.9%
MRK vs EFV
+95.9%
+34.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.3% | -0.8% | -3.4% | -4.0% |
| 30D | +8.3% | +0.6% | +7.6% | +8.1% |
| 3M | +20.0% | +7.5% | +12.5% | +17.0% |
| 6M | +25.7% | +13.0% | +12.6% | +20.3% |
| YTD | +38.7% | +18.3% | +20.4% | +30.8% |
| 1Y | +74.7% | +26.7% | +47.9% | +61.0% |
| 3Y | +45.4% | +89.6% | -44.2% | +19.0% |
| All | +129.9% | +95.9% | +34.0% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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