+233.5%
MRK vs ELF
+391.6%
-158.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.4% | +0.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | +0.3% | +9.1% | -8.8% | -0.3% |
| 3M | +9.7% | +28.2% | -18.5% | +8.1% |
| 6M | +32.0% | +119.5% | -87.6% | +26.0% |
| YTD | +43.3% | +55.2% | -11.9% | +38.9% |
| 1Y | +63.7% | +58.6% | +5.1% | +58.4% |
| 3Y | +58.0% | +21.3% | +36.7% | +49.5% |
| 5Y | +105.0% | +276.2% | -171.2% | +75.0% |
| 10Y | +228.6% | +337.0% | -108.4% | +156.1% |
| All | +233.5% | +391.6% | -158.1% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling