+402.6%
MRK vs EMB
+126.0%
+276.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | +0.3% | +0.4% | -0.1% | +0.1% |
| 3M | +9.7% | -3.1% | +12.8% | +11.3% |
| 6M | +32.0% | -2.1% | +34.0% | +33.3% |
| YTD | +43.3% | -1.1% | +44.4% | +44.1% |
| 1Y | +63.7% | -0.1% | +63.7% | +63.9% |
| 3Y | +58.0% | +29.6% | +28.4% | +41.5% |
| 5Y | +105.0% | +7.2% | +97.8% | +99.0% |
| 10Y | +228.6% | +35.5% | +193.1% | +188.6% |
| All | +402.6% | +126.0% | +276.6% | +296.9% |
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