+130.3%
MRK vs ES
-2.9%
+133.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.3% |
| 30D | +15.5% | -1.2% | +16.6% | +15.7% |
| 3M | +25.1% | +5.0% | +20.1% | +23.5% |
| 6M | +30.1% | -2.8% | +32.9% | +30.8% |
| YTD | +43.1% | +8.6% | +34.5% | +40.0% |
| 1Y | +82.5% | +18.9% | +63.5% | +73.7% |
| 3Y | +49.3% | +32.1% | +17.2% | +37.5% |
| 5Y | +130.3% | -5.1% | +135.3% | +137.7% |
| All | +130.3% | -2.9% | +133.1% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling