+2,322.7%
MRK vs EME
+61,154.1%
-58,831.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -2.7% | +2.7% | -5.4% | -3.2% |
| 30D | +12.7% | -6.8% | +19.5% | +13.9% |
| 3M | +24.2% | -8.8% | +33.1% | +25.1% |
| 6M | +27.8% | +5.0% | +22.8% | +25.2% |
| YTD | +42.2% | +23.5% | +18.7% | +35.0% |
| 1Y | +80.2% | +21.3% | +58.9% | +70.4% |
| 3Y | +48.4% | +241.1% | -192.7% | +12.4% |
| 5Y | +133.6% | +549.2% | -415.6% | +54.2% |
| 10Y | +236.2% | +1,306.4% | -1,070.2% | +83.6% |
| All | +2,322.7% | +61,154.1% | -58,831.4% | +781.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling