+49.9%
MRK vs EXPE
+151.3%
-101.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.9% | +6.6% | -0.8% |
| 7D | -0.9% | -9.8% | +8.8% | -0.4% |
| 30D | +15.5% | -11.5% | +27.0% | +16.1% |
| 3M | +25.1% | +21.7% | +3.4% | +23.9% |
| 6M | +30.1% | +10.4% | +19.7% | +29.3% |
| YTD | +43.1% | -2.5% | +45.6% | +43.6% |
| 1Y | +82.5% | +27.3% | +55.1% | +78.4% |
| All | +49.9% | +151.3% | -101.3% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling