+224.4%
MRK vs ENB
+92.6%
+131.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | -4.3% | -4.7% | +0.4% | -3.1% |
| 30D | +8.3% | -5.9% | +14.2% | +9.8% |
| 3M | +20.0% | -14.2% | +34.3% | +24.6% |
| 6M | +25.7% | -8.6% | +34.3% | +28.3% |
| YTD | +38.7% | +3.9% | +34.9% | +37.1% |
| 1Y | +74.7% | +1.8% | +72.9% | +73.4% |
| 3Y | +45.4% | +68.5% | -23.1% | +25.7% |
| 5Y | +129.0% | +62.4% | +66.6% | +97.7% |
| All | +224.4% | +92.6% | +131.8% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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