+45.4%
MRK vs ETR
+143.8%
-98.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -4.3% | -1.8% | -2.4% | -4.0% |
| 30D | +8.3% | -1.8% | +10.0% | +8.6% |
| 3M | +20.0% | -3.6% | +23.6% | +20.8% |
| 6M | +25.7% | +2.6% | +23.1% | +25.4% |
| YTD | +38.7% | +16.0% | +22.7% | +36.5% |
| 1Y | +74.7% | +20.1% | +54.5% | +71.1% |
| 3Y | +45.4% | +143.6% | -98.2% | +27.4% |
| All | +45.4% | +143.8% | -98.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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