+46.1%
MRK vs EOG
+22.6%
+23.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | +11.0% | +2.8% | +8.1% | +10.6% |
| 3M | +22.4% | +5.9% | +16.5% | +21.5% |
| 6M | +25.4% | +17.1% | +8.3% | +22.8% |
| YTD | +39.5% | +43.9% | -4.4% | +32.8% |
| 1Y | +78.0% | +26.9% | +51.1% | +71.8% |
| All | +46.1% | +22.6% | +23.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling