+105.7%
MRK vs EXPE
+46.0%
+59.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +9.7% | -21.3% | +31.0% | +10.5% |
| 6M | +32.0% | +19.0% | +13.0% | +31.2% |
| YTD | +43.3% | -8.4% | +51.7% | +43.8% |
| 1Y | +63.7% | -2.8% | +66.5% | +63.6% |
| 3Y | +58.0% | +120.8% | -62.7% | +53.0% |
| All | +105.7% | +46.0% | +59.7% | +103.6% |
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