+232.5%
MRK vs ES
+87.2%
+145.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.7% | -1.0% | +13.7% | +13.0% |
| 3M | +24.2% | +1.5% | +22.8% | +23.6% |
| 6M | +27.8% | -3.5% | +31.3% | +28.9% |
| YTD | +42.2% | +7.0% | +35.2% | +39.0% |
| 1Y | +80.2% | +15.3% | +64.9% | +71.2% |
| 3Y | +48.4% | +30.2% | +18.2% | +33.8% |
| 5Y | +133.6% | -4.3% | +137.9% | +130.4% |
| All | +232.5% | +87.2% | +145.4% | +178.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling