+135.7%
MRK vs EOSE
-60.6%
+196.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -4.3% | +1.8% | -6.1% | -4.3% |
| 30D | +8.3% | -6.8% | +15.1% | +8.3% |
| 3M | +20.0% | -36.3% | +56.3% | +20.2% |
| 6M | +25.7% | -38.8% | +64.4% | +25.7% |
| YTD | +38.7% | -65.5% | +104.3% | +39.1% |
| 1Y | +74.7% | -45.3% | +120.0% | +74.3% |
| 3Y | +45.4% | +44.2% | +1.2% | +42.0% |
| 5Y | +129.0% | -69.5% | +198.5% | +120.5% |
| All | +135.7% | -60.6% | +196.3% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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