+84.8%
MRK vs EXPD
+57.8%
+27.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +1.3% | -1.1% | +2.5% | +1.4% |
| 30D | +17.1% | +4.1% | +13.1% | +16.9% |
| 3M | +25.9% | +17.9% | +8.0% | +25.1% |
| 6M | +26.8% | +29.2% | -2.4% | +25.4% |
| YTD | +44.9% | +27.4% | +17.6% | +43.3% |
| 1Y | +84.8% | +56.8% | +28.0% | +80.9% |
| All | +84.8% | +57.8% | +27.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling