+222.9%
MRK vs ELF
+303.8%
-80.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -4.3% | -11.6% | +7.4% | -3.6% |
| 30D | +8.3% | +4.6% | +3.7% | +8.0% |
| 3M | +20.0% | +59.7% | -39.7% | +16.8% |
| 6M | +25.7% | +21.2% | +4.5% | +23.9% |
| YTD | +38.7% | +27.4% | +11.3% | +36.1% |
| 1Y | +74.7% | -29.8% | +104.5% | +76.1% |
| 3Y | +45.4% | -28.5% | +73.8% | +42.1% |
| 5Y | +129.0% | +220.0% | -91.0% | +97.0% |
| All | +222.9% | +303.8% | -80.9% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling