+226.2%
MRK vs EMB
+30.4%
+195.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -5.0% | -1.1% | -3.9% | -4.4% |
| 30D | +11.0% | -1.1% | +12.0% | +11.6% |
| 3M | +22.4% | -0.8% | +23.1% | +22.9% |
| 6M | +25.4% | -0.1% | +25.5% | +25.5% |
| YTD | +39.5% | +0.4% | +39.0% | +39.2% |
| 1Y | +78.0% | +3.3% | +74.7% | +75.2% |
| 3Y | +45.5% | +29.0% | +16.5% | +28.6% |
| 5Y | +130.3% | +6.3% | +123.9% | +128.2% |
| All | +226.2% | +30.4% | +195.7% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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