+566.2%
MRK vs EW
+6,974.1%
-6,407.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | +1.3% | -0.3% | +1.7% | +1.4% |
| 30D | +17.1% | +1.0% | +16.1% | +16.9% |
| 3M | +25.9% | +2.8% | +23.1% | +25.2% |
| 6M | +26.8% | +5.5% | +21.3% | +25.3% |
| YTD | +44.9% | +5.5% | +39.5% | +43.0% |
| 1Y | +84.8% | +11.0% | +73.8% | +80.5% |
| 3Y | +50.1% | +17.7% | +32.4% | +41.3% |
| 5Y | +127.4% | -25.7% | +153.2% | +128.9% |
| 10Y | +240.0% | +132.8% | +107.2% | +166.0% |
| All | +566.2% | +6,974.1% | -6,407.9% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling