+3,812.0%
MRK vs ES
+1,243.3%
+2,568.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +17.1% | -2.0% | +19.1% | +17.7% |
| 3M | +25.9% | +1.7% | +24.2% | +25.2% |
| 6M | +26.8% | -3.5% | +30.4% | +27.9% |
| YTD | +44.9% | +7.9% | +37.0% | +41.4% |
| 1Y | +84.8% | +17.2% | +67.7% | +75.3% |
| 3Y | +50.1% | +29.3% | +20.8% | +36.3% |
| 5Y | +127.4% | -5.7% | +133.2% | +124.2% |
| 10Y | +240.0% | +85.2% | +154.8% | +169.2% |
| All | +3,812.0% | +1,243.3% | +2,568.7% | +1,653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling