+58.0%
MRK vs ENB
+72.2%
-14.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | +0.7% | +3.1% | -2.4% | +0.2% |
| 30D | +0.3% | +2.1% | -1.9% | 0.0% |
| 3M | +9.7% | -4.4% | +14.1% | +10.2% |
| 6M | +32.0% | -10.1% | +42.0% | +34.4% |
| YTD | +43.3% | +5.2% | +38.1% | +42.9% |
| 1Y | +63.7% | +4.2% | +59.4% | +63.5% |
| 3Y | +58.0% | +70.1% | -12.1% | +43.6% |
| All | +58.0% | +72.2% | -14.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling