+45.4%
MRK vs ETN
+86.8%
-41.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.6% |
| 7D | -4.3% | +3.5% | -7.8% | -4.3% |
| 30D | +8.3% | -7.5% | +15.8% | +8.5% |
| 3M | +20.0% | +8.3% | +11.7% | +19.5% |
| 6M | +25.7% | +20.2% | +5.5% | +24.2% |
| YTD | +38.7% | +34.7% | +4.1% | +36.5% |
| 1Y | +74.7% | +19.4% | +55.2% | +72.4% |
| 3Y | +45.4% | +85.5% | -40.1% | +33.1% |
| All | +45.4% | +86.8% | -41.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 3y: compounded portfolio wealth divided by compounded ETN 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…
3y analysis · Full analysis span regression · 6 months rolling