+45.4%
MRK vs EME
+252.2%
-206.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -0.5% |
| 7D | -4.3% | +3.5% | -7.8% | -4.3% |
| 30D | +8.3% | -6.3% | +14.6% | +8.3% |
| 3M | +20.0% | -3.8% | +23.8% | +20.0% |
| 6M | +25.7% | +8.5% | +17.2% | +25.1% |
| YTD | +38.7% | +27.8% | +10.9% | +37.9% |
| 1Y | +74.7% | +22.2% | +52.5% | +73.5% |
| 3Y | +45.4% | +253.5% | -208.1% | +32.2% |
| All | +45.4% | +252.2% | -206.9% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling