+3,794.0%
MRK vs EXPD
+30,988.6%
-27,194.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.9% |
| 7D | +0.3% | -5.5% | +5.7% | +1.1% |
| 30D | +2.2% | -1.9% | +4.1% | +2.4% |
| 3M | +16.4% | +6.1% | +10.3% | +15.1% |
| 6M | +35.3% | +21.6% | +13.7% | +30.8% |
| YTD | +44.2% | +27.9% | +16.4% | +37.6% |
| 1Y | +77.5% | +39.4% | +38.1% | +66.8% |
| 3Y | +59.2% | +72.7% | -13.4% | +43.3% |
| 5Y | +109.6% | +60.3% | +49.2% | +88.4% |
| 10Y | +229.6% | +332.6% | -102.9% | +148.8% |
| All | +3,794.0% | +30,988.6% | -27,194.6% | +1,735.6% |
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