+226.2%
MRK vs EXC
+159.4%
+66.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.5% |
| 30D | +11.0% | -2.4% | +13.3% | +11.8% |
| 3M | +22.4% | -4.0% | +26.3% | +23.9% |
| 6M | +25.4% | -9.8% | +35.2% | +29.4% |
| YTD | +39.5% | +2.3% | +37.2% | +38.1% |
| 1Y | +78.0% | +3.8% | +74.1% | +75.2% |
| 3Y | +45.5% | +19.7% | +25.8% | +35.3% |
| 5Y | +130.3% | +45.6% | +84.7% | +96.3% |
| All | +226.2% | +159.4% | +66.8% | +140.6% |
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