+3,812.0%
MRK vs EXC
+2,353.7%
+1,458.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +17.1% | -3.7% | +20.9% | +18.5% |
| 3M | +25.9% | -1.3% | +27.2% | +26.3% |
| 6M | +26.8% | -9.7% | +36.5% | +30.7% |
| YTD | +44.9% | +2.9% | +42.0% | +43.2% |
| 1Y | +84.8% | +4.4% | +80.4% | +81.7% |
| 3Y | +50.1% | +22.2% | +27.9% | +38.9% |
| 5Y | +127.4% | +46.7% | +80.7% | +95.9% |
| 10Y | +240.0% | +155.3% | +84.6% | +138.5% |
| All | +3,812.0% | +2,353.7% | +1,458.3% | +1,245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling