+133.6%
MRK vs ENB
+68.4%
+65.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +12.7% | -1.1% | +13.8% | +12.8% |
| 3M | +24.2% | -8.5% | +32.7% | +26.3% |
| 6M | +27.8% | -4.5% | +32.4% | +28.9% |
| YTD | +42.2% | +9.1% | +33.1% | +40.0% |
| 1Y | +80.2% | +8.0% | +72.2% | +77.7% |
| 3Y | +48.4% | +77.8% | -29.4% | +31.9% |
| 5Y | +133.6% | +69.4% | +64.2% | +105.3% |
| All | +133.6% | +68.4% | +65.1% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling