+74.7%
MRK vs EWT
+85.6%
-10.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.5% |
| 7D | -4.3% | -1.1% | -3.1% | -4.3% |
| 30D | +8.3% | +4.5% | +3.8% | +8.3% |
| 3M | +20.0% | +8.3% | +11.8% | +19.7% |
| 6M | +25.7% | +54.2% | -28.6% | +19.6% |
| YTD | +38.7% | +74.6% | -35.8% | +31.5% |
| 1Y | +74.7% | +84.9% | -10.2% | +62.2% |
| All | +74.7% | +85.6% | -10.9% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling