+786.5%
MRK vs XME
+246.2%
+540.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | -0.9% | +3.6% | -4.5% | -1.7% |
| 30D | +15.5% | +3.6% | +11.8% | +14.6% |
| 3M | +25.1% | +1.2% | +23.9% | +24.4% |
| 6M | +30.1% | +9.0% | +21.0% | +26.7% |
| YTD | +43.1% | +15.9% | +27.2% | +37.1% |
| 1Y | +82.5% | +43.2% | +39.3% | +66.2% |
| 3Y | +49.3% | +137.4% | -88.1% | +19.9% |
| 5Y | +130.3% | +185.0% | -54.8% | +72.1% |
| 10Y | +234.3% | +409.5% | -175.1% | +104.5% |
| All | +786.5% | +246.2% | +540.4% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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