+226.2%
MRK vs EXPE
+165.2%
+61.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | -5.0% | -8.7% | +3.7% | -4.4% |
| 30D | +11.0% | -13.6% | +24.6% | +12.1% |
| 3M | +22.4% | +26.6% | -4.3% | +20.1% |
| 6M | +25.4% | +19.9% | +5.5% | +23.3% |
| YTD | +39.5% | -1.7% | +41.2% | +38.9% |
| 1Y | +78.0% | +29.4% | +48.5% | +72.6% |
| 3Y | +45.5% | +155.7% | -110.1% | +31.7% |
| 5Y | +130.3% | +93.1% | +37.2% | +108.8% |
| All | +226.2% | +165.2% | +61.0% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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