+224.4%
MRK vs ESI
+312.8%
-88.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.3% | -4.6% | +0.4% | -3.6% |
| 30D | +8.3% | -10.5% | +18.8% | +9.9% |
| 3M | +20.0% | -19.8% | +39.9% | +23.1% |
| 6M | +25.7% | +5.8% | +19.9% | +22.8% |
| YTD | +38.7% | +38.3% | +0.4% | +29.5% |
| 1Y | +74.7% | +31.5% | +43.2% | +63.9% |
| 3Y | +45.4% | +80.7% | -35.3% | +27.8% |
| 5Y | +129.0% | +69.4% | +59.6% | +99.7% |
| All | +224.4% | +312.8% | -88.4% | +114.7% |
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