+147.1%
MRK vs EXE
+192.2%
-45.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.9% | -1.8% | +0.9% | -0.8% |
| 30D | +15.5% | +6.4% | +9.1% | +15.0% |
| 3M | +25.1% | +9.2% | +15.9% | +24.4% |
| 6M | +30.1% | -7.0% | +37.1% | +30.4% |
| YTD | +43.1% | -9.5% | +52.6% | +43.6% |
| 1Y | +82.5% | +6.2% | +76.2% | +81.5% |
| 3Y | +49.3% | +20.7% | +28.6% | +47.1% |
| 5Y | +130.3% | +103.6% | +26.6% | +121.1% |
| All | +147.1% | +192.2% | -45.1% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling