+224.4%
MRK vs EMR
+284.0%
-59.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -4.3% | -0.4% | -3.8% | -4.2% |
| 30D | +8.3% | -6.8% | +15.1% | +9.9% |
| 3M | +20.0% | +7.5% | +12.6% | +17.8% |
| 6M | +25.7% | +9.9% | +15.8% | +22.3% |
| YTD | +38.7% | +16.0% | +22.8% | +32.9% |
| 1Y | +74.7% | +12.4% | +62.2% | +68.2% |
| 3Y | +45.4% | +60.2% | -14.9% | +26.7% |
| 5Y | +129.0% | +67.9% | +61.2% | +94.7% |
| All | +224.4% | +284.0% | -59.6% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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