+224.4%
MRK vs EME
+1,362.1%
-1,137.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -1.0% |
| 7D | -4.3% | +3.5% | -7.8% | -4.7% |
| 30D | +8.3% | -6.3% | +14.6% | +9.0% |
| 3M | +20.0% | -3.8% | +23.8% | +20.0% |
| 6M | +25.7% | +8.5% | +17.2% | +23.2% |
| YTD | +38.7% | +27.8% | +10.9% | +32.7% |
| 1Y | +74.7% | +22.2% | +52.5% | +67.1% |
| 3Y | +45.4% | +253.5% | -208.1% | +12.5% |
| 5Y | +129.0% | +578.6% | -449.6% | +52.8% |
| All | +224.4% | +1,362.1% | -1,137.7% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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