+78.0%
MRK vs EXPE
+28.4%
+49.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.9% |
| 7D | -5.0% | -8.7% | +3.7% | -5.0% |
| 30D | +11.0% | -13.6% | +24.6% | +11.0% |
| 3M | +22.4% | +26.6% | -4.3% | +23.2% |
| 6M | +25.4% | +19.9% | +5.5% | +26.3% |
| YTD | +39.5% | -1.7% | +41.2% | +42.5% |
| 1Y | +78.0% | +29.4% | +48.5% | +76.3% |
| All | +78.0% | +28.4% | +49.5% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling