+133.6%
MRK vs EW
-29.9%
+163.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -2.7% | -5.1% | +2.4% | -2.3% |
| 30D | +12.7% | -6.4% | +19.0% | +13.3% |
| 3M | +24.2% | -1.6% | +25.8% | +24.4% |
| 6M | +27.8% | +2.3% | +25.5% | +27.5% |
| YTD | +42.2% | +1.1% | +41.1% | +41.9% |
| 1Y | +80.2% | +8.0% | +72.2% | +78.9% |
| 3Y | +48.4% | +16.3% | +32.0% | +45.1% |
| 5Y | +133.6% | -29.4% | +163.0% | +130.2% |
| All | +133.6% | -29.9% | +163.5% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling