+3,812.0%
MRK vs EXPD
+30,859.1%
-27,047.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +1.3% | -1.1% | +2.5% | +1.5% |
| 30D | +17.1% | +4.1% | +13.1% | +16.4% |
| 3M | +25.9% | +17.9% | +8.0% | +22.4% |
| 6M | +26.8% | +29.2% | -2.4% | +21.2% |
| YTD | +44.9% | +27.4% | +17.6% | +38.4% |
| 1Y | +84.8% | +56.8% | +28.0% | +70.3% |
| 3Y | +50.1% | +68.0% | -17.9% | +35.7% |
| 5Y | +127.4% | +61.9% | +65.6% | +104.2% |
| 10Y | +240.0% | +316.0% | -76.0% | +158.4% |
| All | +3,812.0% | +30,859.1% | -27,047.1% | +1,747.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling