+139.5%
MRK vs EXE
+182.2%
-42.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -4.3% | -3.1% | -1.1% | -4.1% |
| 30D | +8.3% | -0.9% | +9.2% | +8.3% |
| 3M | +20.0% | +9.6% | +10.5% | +19.4% |
| 6M | +25.7% | -11.6% | +37.3% | +26.4% |
| YTD | +38.7% | -12.6% | +51.3% | +39.5% |
| 1Y | +74.7% | +1.2% | +73.5% | +74.3% |
| 3Y | +45.4% | +18.0% | +27.3% | +43.4% |
| 5Y | +129.0% | +101.1% | +27.9% | +120.3% |
| All | +139.5% | +182.2% | -42.7% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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