+234.3%
MRK vs EXPD
+308.0%
-73.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | +15.5% | +4.1% | +11.4% | +14.6% |
| 3M | +25.1% | +13.8% | +11.3% | +21.9% |
| 6M | +30.1% | +27.3% | +2.8% | +23.6% |
| YTD | +43.1% | +25.4% | +17.7% | +35.8% |
| 1Y | +82.5% | +54.4% | +28.1% | +65.3% |
| 3Y | +49.3% | +67.9% | -18.6% | +31.3% |
| 5Y | +130.3% | +59.2% | +71.1% | +101.8% |
| 10Y | +234.3% | +308.6% | -74.2% | +133.3% |
| All | +234.3% | +308.0% | -73.6% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling