+491.9%
MRK vs EWZ
+439.1%
+52.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | +12.7% | +8.2% | +4.5% | +10.9% |
| 3M | +24.2% | +13.3% | +10.9% | +20.9% |
| 6M | +27.8% | +3.6% | +24.2% | +26.5% |
| YTD | +42.2% | +21.0% | +21.2% | +36.0% |
| 1Y | +80.2% | +34.7% | +45.5% | +68.2% |
| 3Y | +48.4% | +48.3% | +0.1% | +34.2% |
| 5Y | +133.6% | +60.1% | +73.5% | +103.2% |
| 10Y | +236.2% | +92.6% | +143.7% | +158.7% |
| All | +491.9% | +439.1% | +52.9% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling