+3,740.9%
MRK vs ES
+1,235.9%
+2,504.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.7% |
| 7D | -1.9% | +1.9% | -3.7% | -2.4% |
| 30D | +2.8% | +7.1% | -4.3% | +0.7% |
| 3M | +15.0% | -1.9% | +16.9% | +15.5% |
| 6M | +30.9% | +4.4% | +26.6% | +29.1% |
| YTD | +42.3% | +7.3% | +35.0% | +39.0% |
| 1Y | +76.1% | +2.1% | +73.9% | +73.9% |
| 3Y | +54.1% | +41.8% | +12.3% | +36.5% |
| 5Y | +109.5% | +1.4% | +108.1% | +102.2% |
| 10Y | +254.8% | +86.8% | +168.0% | +180.3% |
| All | +3,740.9% | +1,235.9% | +2,504.9% | +1,623.7% |
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 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