+84.8%
MRK vs ET
+31.4%
+53.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | +17.1% | +7.5% | +9.7% | +16.7% |
| 3M | +25.9% | +11.4% | +14.5% | +24.9% |
| 6M | +26.8% | +18.5% | +8.3% | +27.1% |
| YTD | +44.9% | +37.4% | +7.5% | +48.7% |
| 1Y | +84.8% | +30.9% | +53.9% | +84.9% |
| All | +84.8% | +31.4% | +53.5% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling