+3,763.3%
MRK vs ETR
+4,465.2%
-701.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | +15.5% | +1.9% | +13.6% | +14.7% |
| 3M | +25.1% | +1.0% | +24.1% | +24.6% |
| 6M | +30.1% | +4.8% | +25.2% | +27.7% |
| YTD | +43.1% | +19.5% | +23.6% | +34.6% |
| 1Y | +82.5% | +28.1% | +54.3% | +67.5% |
| 3Y | +49.3% | +151.1% | -101.8% | +7.5% |
| 5Y | +130.3% | +125.2% | +5.1% | +69.5% |
| 10Y | +234.3% | +291.1% | -56.8% | +97.2% |
| All | +3,763.3% | +4,465.2% | -701.9% | +951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling