+58.0%
MRK vs EL
+3.0%
+55.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.4% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | +0.3% | +10.0% | -9.7% | -1.4% |
| 3M | +9.7% | +28.4% | -18.8% | +5.0% |
| 6M | +32.0% | +37.1% | -5.1% | +24.9% |
| YTD | +43.3% | +7.8% | +35.4% | +38.9% |
| 1Y | +63.7% | +26.0% | +37.6% | +54.6% |
| 3Y | +58.0% | +3.8% | +54.2% | +47.2% |
| All | +58.0% | +3.0% | +55.1% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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