+1,266.7%
MRK vs EWJ
+153.3%
+1,113.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | +12.7% | +1.0% | +11.7% | +12.3% |
| 3M | +24.2% | +7.2% | +17.0% | +20.7% |
| 6M | +27.8% | +13.9% | +13.9% | +21.2% |
| YTD | +42.2% | +20.8% | +21.4% | +31.9% |
| 1Y | +80.2% | +26.4% | +53.8% | +64.1% |
| 3Y | +48.4% | +71.8% | -23.4% | +19.3% |
| 5Y | +133.6% | +49.9% | +83.7% | +95.5% |
| 10Y | +236.2% | +140.0% | +96.3% | +134.3% |
| All | +1,266.7% | +153.3% | +1,113.4% | +690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling