+134.8%
MRK vs EXPE
+87.4%
+47.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -2.7% | -11.5% | +8.8% | -2.5% |
| 30D | +12.7% | -13.1% | +25.7% | +13.0% |
| 3M | +24.2% | +18.1% | +6.1% | +23.9% |
| 6M | +27.8% | +13.3% | +14.6% | +27.5% |
| YTD | +42.2% | -3.2% | +45.4% | +42.5% |
| 1Y | +80.2% | +26.1% | +54.0% | +78.9% |
| 3Y | +48.4% | +151.7% | -103.3% | +46.6% |
| All | +134.8% | +87.4% | +47.3% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling