+3,740.9%
MRK vs EXPD
+30,172.0%
-26,431.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.2% |
| 7D | -1.9% | -7.2% | +5.3% | -0.7% |
| 30D | +2.8% | -3.3% | +6.0% | +3.3% |
| 3M | +15.0% | +3.4% | +11.6% | +14.2% |
| 6M | +30.9% | +22.7% | +8.2% | +26.3% |
| YTD | +42.3% | +24.5% | +17.7% | +36.3% |
| 1Y | +76.1% | +38.6% | +37.4% | +65.7% |
| 3Y | +54.1% | +71.5% | -17.4% | +38.8% |
| 5Y | +109.5% | +56.2% | +53.3% | +89.1% |
| 10Y | +254.8% | +310.5% | -55.7% | +170.0% |
| All | +3,740.9% | +30,172.0% | -26,431.1% | +1,718.4% |
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