+137.0%
MRK vs EOSE
-60.2%
+197.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +1.9% | -1.9% |
| 7D | -5.0% | +14.0% | -19.0% | -5.1% |
| 30D | +11.0% | -5.9% | +16.9% | +10.9% |
| 3M | +22.4% | -34.3% | +56.7% | +22.6% |
| 6M | +25.4% | -37.8% | +63.2% | +25.4% |
| YTD | +39.5% | -65.2% | +104.7% | +39.9% |
| 1Y | +78.0% | -41.9% | +119.9% | +77.5% |
| 3Y | +45.5% | +44.6% | +1.0% | +42.2% |
| 5Y | +130.3% | -69.2% | +199.5% | +121.7% |
| All | +137.0% | -60.2% | +197.2% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling