+408.4%
MRK vs EMB
+132.1%
+276.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +17.1% | -0.3% | +17.4% | +17.3% |
| 3M | +25.9% | -0.4% | +26.3% | +26.1% |
| 6M | +26.8% | +0.1% | +26.7% | +26.8% |
| YTD | +44.9% | +1.6% | +43.3% | +43.9% |
| 1Y | +84.8% | +5.6% | +79.2% | +80.5% |
| 3Y | +50.1% | +29.8% | +20.3% | +34.2% |
| 5Y | +127.4% | +7.3% | +120.1% | +120.5% |
| 10Y | +240.0% | +30.4% | +209.5% | +201.9% |
| All | +408.4% | +132.1% | +276.3% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling