+230.8%
MRK vs ESI
+318.1%
-87.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +0.7% | +5.5% | -4.8% | 0.0% |
| 30D | +0.3% | -7.8% | +8.0% | +1.1% |
| 3M | +9.7% | -15.0% | +24.7% | +11.6% |
| 6M | +32.0% | -24.9% | +56.9% | +35.8% |
| YTD | +43.3% | +33.2% | +10.0% | +34.1% |
| 1Y | +63.7% | +24.9% | +38.7% | +54.5% |
| 3Y | +58.0% | +77.8% | -19.7% | +39.1% |
| 5Y | +105.0% | +37.1% | +67.8% | +85.4% |
| All | +230.8% | +318.1% | -87.3% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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