+451.6%
MRK vs EWT
+590.1%
-138.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | -0.9% | +1.6% | -2.6% | -1.4% |
| 30D | +15.5% | +8.2% | +7.3% | +13.1% |
| 3M | +25.1% | +11.1% | +14.0% | +20.8% |
| 6M | +30.1% | +60.4% | -30.3% | +13.0% |
| YTD | +43.1% | +75.6% | -32.5% | +21.1% |
| 1Y | +82.5% | +91.3% | -8.9% | +50.4% |
| 3Y | +49.3% | +200.3% | -151.0% | +6.6% |
| 5Y | +130.3% | +156.4% | -26.1% | +69.9% |
| 10Y | +234.3% | +495.8% | -261.4% | +89.0% |
| All | +451.6% | +590.1% | -138.6% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling