+3,775.4%
MRK vs EXC
+2,460.0%
+1,315.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +13.8% | +3.3% | +10.5% | +12.5% |
| 6M | +34.7% | +5.7% | +29.0% | +32.2% |
| YTD | +43.6% | +7.3% | +36.2% | +40.0% |
| 1Y | +75.7% | +2.9% | +72.7% | +73.5% |
| 3Y | +60.0% | +29.3% | +30.7% | +45.6% |
| 5Y | +105.4% | +40.1% | +65.3% | +79.7% |
| 10Y | +224.1% | +197.7% | +26.5% | +117.4% |
| All | +3,775.4% | +2,460.0% | +1,315.4% | +1,215.0% |
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 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