+3,763.3%
MRK vs EOG
+7,424.5%
-3,661.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -0.9% | -2.0% | +1.1% | -0.7% |
| 30D | +15.5% | +7.9% | +7.6% | +14.2% |
| 3M | +25.1% | +4.5% | +20.6% | +24.2% |
| 6M | +30.1% | +12.3% | +17.8% | +27.6% |
| YTD | +43.1% | +41.9% | +1.2% | +35.8% |
| 1Y | +82.5% | +27.8% | +54.6% | +75.4% |
| 3Y | +49.3% | +21.8% | +27.5% | +43.3% |
| 5Y | +130.3% | +174.0% | -43.7% | +92.9% |
| 10Y | +234.3% | +110.4% | +124.0% | +171.3% |
| All | +3,763.3% | +7,424.5% | -3,661.1% | +1,870.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling