+237.3%
MRK vs ELF
+357.0%
-119.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | +1.3% | +5.4% | -4.0% | +1.0% |
| 30D | +17.1% | +27.0% | -9.8% | +15.6% |
| 3M | +25.9% | +113.2% | -87.3% | +20.6% |
| 6M | +26.8% | +36.6% | -9.8% | +24.2% |
| YTD | +44.9% | +44.2% | +0.7% | +41.2% |
| 1Y | +84.8% | -18.0% | +102.8% | +84.7% |
| 3Y | +50.1% | -19.9% | +70.0% | +45.9% |
| 5Y | +127.4% | +257.7% | -130.3% | +94.5% |
| All | +237.3% | +357.0% | -119.7% | +164.3% |
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 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