+45.4%
MRK vs EWZ
+46.3%
-0.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -4.3% | +0.9% | -5.1% | -4.4% |
| 30D | +8.3% | +12.8% | -4.5% | +6.5% |
| 3M | +20.0% | +10.8% | +9.3% | +18.2% |
| 6M | +25.7% | +2.5% | +23.2% | +24.7% |
| YTD | +38.7% | +21.4% | +17.4% | +34.5% |
| 1Y | +74.7% | +32.8% | +41.9% | +67.5% |
| 3Y | +45.4% | +45.2% | +0.2% | +35.7% |
| All | +45.4% | +46.3% | -0.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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