+46.1%
MRK vs EXE
+18.1%
+28.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.9% |
| 30D | +11.0% | -0.8% | +11.8% | +11.0% |
| 3M | +22.4% | +10.0% | +12.3% | +21.5% |
| 6M | +25.4% | -6.3% | +31.7% | +25.7% |
| YTD | +39.5% | -10.7% | +50.2% | +40.1% |
| 1Y | +78.0% | +2.7% | +75.3% | +77.4% |
| All | +46.1% | +18.1% | +28.0% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling