+84.6%
MRK vs LYB
+47.4%
+37.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.7% | +8.7% | +3.7% |
| 7D | +6.7% | -6.2% | +12.9% | +6.4% |
| 30D | +7.8% | +6.3% | +1.4% | +7.9% |
| 3M | +18.2% | +4.1% | +14.1% | +18.3% |
| 6M | +34.7% | -15.5% | +50.2% | +34.6% |
| YTD | +45.8% | +50.2% | -4.4% | +29.1% |
| 1Y | +84.6% | +50.6% | +34.0% | +63.1% |
| All | +84.6% | +47.4% | +37.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling