+963.5%
MRK vs EFV
+253.2%
+710.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | +12.7% | 0.0% | +12.7% | +12.7% |
| 3M | +24.2% | +8.4% | +15.8% | +19.0% |
| 6M | +27.8% | +12.3% | +15.5% | +19.9% |
| YTD | +42.2% | +17.4% | +24.8% | +30.2% |
| 1Y | +80.2% | +27.1% | +53.1% | +58.2% |
| 3Y | +48.4% | +90.7% | -42.3% | +4.0% |
| 5Y | +133.6% | +95.6% | +38.0% | +59.0% |
| 10Y | +236.2% | +165.3% | +71.0% | +88.0% |
| All | +963.5% | +253.2% | +710.3% | +380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling