+650.9%
MRK vs LYB
+624.6%
+26.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -4.3% | +0.3% | -4.5% | -4.3% |
| 30D | +8.3% | +2.5% | +5.8% | +7.8% |
| 3M | +20.0% | +1.4% | +18.7% | +19.4% |
| 6M | +25.7% | -3.5% | +29.2% | +24.8% |
| YTD | +38.7% | +52.0% | -13.2% | +26.2% |
| 1Y | +74.7% | +22.1% | +52.6% | +64.9% |
| 3Y | +45.4% | -22.8% | +68.1% | +46.9% |
| 5Y | +129.0% | -3.4% | +132.4% | +118.5% |
| 10Y | +228.0% | +47.4% | +180.7% | +166.2% |
| All | +650.9% | +624.6% | +26.3% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling