+130.3%
MRK vs ELF
+217.8%
-87.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.8% |
| 7D | -5.0% | -10.8% | +5.8% | -4.6% |
| 30D | +11.0% | +0.8% | +10.1% | +10.9% |
| 3M | +22.4% | +64.8% | -42.4% | +20.4% |
| 6M | +25.4% | +19.0% | +6.4% | +24.5% |
| YTD | +39.5% | +25.9% | +13.6% | +38.1% |
| 1Y | +78.0% | -28.8% | +106.7% | +78.8% |
| 3Y | +45.5% | -29.6% | +75.2% | +43.1% |
| 5Y | +130.3% | +216.2% | -86.0% | +107.3% |
| All | +130.3% | +217.8% | -87.5% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling