+84.8%
MRK vs EXC
+2.6%
+82.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | +17.1% | -4.6% | +21.8% | +19.0% |
| 3M | +25.9% | -2.2% | +28.1% | +26.9% |
| 6M | +26.8% | -10.6% | +37.4% | +30.3% |
| YTD | +44.9% | +1.9% | +43.0% | +45.6% |
| 1Y | +84.8% | +3.4% | +81.4% | +76.7% |
| All | +84.8% | +2.6% | +82.3% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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