+224.4%
MRK vs EWT
+523.5%
-299.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.9% |
| 7D | -4.3% | -1.1% | -3.1% | -4.1% |
| 30D | +8.3% | +4.5% | +3.8% | +7.4% |
| 3M | +20.0% | +8.3% | +11.8% | +17.7% |
| 6M | +25.7% | +54.2% | -28.6% | +13.2% |
| YTD | +38.7% | +74.6% | -35.8% | +21.4% |
| 1Y | +74.7% | +84.9% | -10.2% | +50.5% |
| 3Y | +45.4% | +197.5% | -152.2% | +8.7% |
| 5Y | +129.0% | +150.6% | -21.6% | +79.6% |
| All | +224.4% | +523.5% | -299.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling