+226.2%
MRK vs ES
+83.3%
+142.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.3% |
| 7D | -5.0% | -3.5% | -1.5% | -4.0% |
| 30D | +11.0% | -3.0% | +14.0% | +11.9% |
| 3M | +22.4% | -0.3% | +22.7% | +22.4% |
| 6M | +25.4% | -5.2% | +30.6% | +27.1% |
| YTD | +39.5% | +4.8% | +34.7% | +37.2% |
| 1Y | +78.0% | +12.7% | +65.3% | +70.3% |
| 3Y | +45.5% | +27.5% | +18.0% | +32.1% |
| 5Y | +130.3% | -4.7% | +135.0% | +127.3% |
| All | +226.2% | +83.3% | +142.9% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling