+45.4%
MRK vs EWJ
+73.0%
-27.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -4.3% | +0.3% | -4.5% | -4.3% |
| 30D | +8.3% | +0.8% | +7.5% | +8.1% |
| 3M | +20.0% | +7.5% | +12.5% | +18.4% |
| 6M | +25.7% | +15.6% | +10.1% | +21.9% |
| YTD | +38.7% | +22.7% | +16.0% | +33.1% |
| 1Y | +74.7% | +26.4% | +48.3% | +66.6% |
| 3Y | +45.4% | +72.5% | -27.2% | +34.8% |
| All | +45.4% | +73.0% | -27.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling