+958.8%
MRK vs EXPE
+851.4%
+107.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +1.3% | -9.5% | +10.9% | +2.6% |
| 30D | +17.1% | -6.6% | +23.8% | +18.0% |
| 3M | +25.9% | +31.4% | -5.5% | +21.4% |
| 6M | +26.8% | +35.2% | -8.4% | +21.3% |
| YTD | +44.9% | +5.8% | +39.1% | +42.2% |
| 1Y | +84.8% | +38.7% | +46.2% | +74.4% |
| 3Y | +50.1% | +175.8% | -125.7% | +26.6% |
| 5Y | +127.4% | +111.8% | +15.6% | +91.4% |
| 10Y | +240.0% | +179.7% | +60.2% | +156.2% |
| All | +958.8% | +851.4% | +107.3% | +398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling