+234.6%
MRK vs EQH
+234.7%
-0.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | +8.3% | +2.8% | +5.4% | +7.7% |
| 3M | +20.0% | +23.1% | -3.0% | +16.0% |
| 6M | +25.7% | +41.4% | -15.7% | +18.5% |
| YTD | +38.7% | +14.3% | +24.5% | +35.0% |
| 1Y | +74.7% | +1.6% | +73.1% | +72.9% |
| 3Y | +45.4% | +102.7% | -57.4% | +25.7% |
| 5Y | +129.0% | +104.5% | +24.5% | +93.9% |
| All | +234.6% | +234.7% | -0.1% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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