+49.9%
MRK vs EXC
+21.3%
+28.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | -0.9% | +1.2% | -2.2% | -1.2% |
| 30D | +15.5% | -2.7% | +18.2% | +16.2% |
| 3M | +25.1% | -1.0% | +26.1% | +25.4% |
| 6M | +30.1% | -9.3% | +39.4% | +32.8% |
| YTD | +43.1% | +3.6% | +39.5% | +42.1% |
| 1Y | +82.5% | +5.9% | +76.5% | +80.2% |
| All | +49.9% | +21.3% | +28.6% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling