+230.8%
MRK vs EXC
+205.3%
+25.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +0.3% | +8.6% | -8.3% | -2.5% |
| 3M | +9.7% | +2.4% | +7.3% | +8.7% |
| 6M | +32.0% | +6.5% | +25.5% | +29.1% |
| YTD | +43.3% | +9.0% | +34.2% | +38.8% |
| 1Y | +63.7% | +4.6% | +59.1% | +60.7% |
| 3Y | +58.0% | +33.5% | +24.5% | +41.3% |
| 5Y | +105.0% | +41.4% | +63.6% | +76.2% |
| All | +230.8% | +205.3% | +25.5% | +122.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling