+3,665.8%
MRK vs ETN
+19,968.1%
-16,302.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -5.0% | +3.0% | -8.0% | -5.7% |
| 30D | +11.0% | -10.9% | +21.9% | +13.9% |
| 3M | +22.4% | +9.2% | +13.1% | +18.5% |
| 6M | +25.4% | +13.9% | +11.5% | +19.5% |
| YTD | +39.5% | +29.5% | +10.0% | +28.4% |
| 1Y | +78.0% | +14.2% | +63.8% | +68.2% |
| 3Y | +45.5% | +79.9% | -34.3% | +18.2% |
| 5Y | +130.3% | +175.7% | -45.4% | +63.8% |
| 10Y | +229.8% | +693.2% | -463.4% | +69.8% |
| All | +3,665.8% | +19,968.1% | -16,302.3% | +762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling