+224.4%
MRK vs EOG
+121.1%
+103.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | +1.5% | -5.8% | -4.4% |
| 30D | +8.3% | +2.9% | +5.3% | +7.9% |
| 3M | +20.0% | +8.7% | +11.3% | +18.9% |
| 6M | +25.7% | +12.9% | +12.8% | +23.8% |
| YTD | +38.7% | +43.8% | -5.1% | +33.1% |
| 1Y | +74.7% | +27.1% | +47.6% | +69.7% |
| 3Y | +45.4% | +25.9% | +19.5% | +40.4% |
| 5Y | +129.0% | +177.9% | -48.9% | +99.9% |
| All | +224.4% | +121.1% | +103.3% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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