+105.7%
MRK vs EW
-7.9%
+113.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +0.7% | +4.9% | -4.2% | +0.3% |
| 30D | +0.3% | +23.9% | -23.7% | -1.7% |
| 3M | +9.7% | +15.8% | -6.1% | +8.2% |
| 6M | +32.0% | +31.7% | +0.3% | +28.7% |
| YTD | +43.3% | +25.7% | +17.6% | +40.2% |
| 1Y | +63.7% | +24.4% | +39.2% | +60.2% |
| 3Y | +58.0% | +65.9% | -7.9% | +49.6% |
| All | +105.7% | -7.9% | +113.6% | +101.3% |
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