+58.3%
MRK vs EXC
+29.8%
+28.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | +1.7% | +9.0% | -7.3% | -0.6% |
| 3M | +13.8% | +3.3% | +10.5% | +12.7% |
| 6M | +34.7% | +5.7% | +29.0% | +32.8% |
| YTD | +43.6% | +7.3% | +36.2% | +41.1% |
| 1Y | +75.7% | +2.9% | +72.7% | +74.3% |
| All | +58.3% | +29.8% | +28.5% | +50.0% |
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