+78.0%
MRK vs EW
+8.2%
+69.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -5.0% | -3.4% | -1.7% | -4.4% |
| 30D | +11.0% | -7.4% | +18.3% | +12.4% |
| 3M | +22.4% | +0.9% | +21.5% | +22.5% |
| 6M | +25.4% | +1.2% | +24.2% | +25.4% |
| YTD | +39.5% | +1.8% | +37.7% | +39.3% |
| 1Y | +78.0% | +10.8% | +67.1% | +74.4% |
| All | +78.0% | +8.2% | +69.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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