+230.8%
MRK vs EXPE
+123.5%
+107.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.6% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +0.3% | -6.1% | +6.4% | +0.6% |
| 3M | +9.7% | -21.3% | +31.0% | +11.4% |
| 6M | +32.0% | +19.0% | +13.0% | +29.8% |
| YTD | +43.3% | -8.4% | +51.7% | +43.2% |
| 1Y | +63.7% | -2.8% | +66.5% | +62.6% |
| 3Y | +58.0% | +120.8% | -62.7% | +44.6% |
| 5Y | +105.0% | +46.2% | +58.8% | +92.2% |
| All | +230.8% | +123.5% | +107.3% | +180.0% |
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