+240.6%
MRK vs QLD
+1,628.0%
-1,387.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | +1.3% | +0.6% | +0.8% | +1.2% |
| 30D | +17.1% | -0.1% | +17.3% | +17.1% |
| 3M | +25.9% | -8.4% | +34.3% | +26.7% |
| 6M | +26.8% | +32.2% | -5.4% | +20.6% |
| YTD | +44.9% | +28.9% | +16.0% | +38.1% |
| 1Y | +84.8% | +43.8% | +41.0% | +72.8% |
| 3Y | +50.1% | +176.6% | -126.5% | +22.8% |
| 5Y | +127.4% | +121.6% | +5.9% | +86.6% |
| All | +240.6% | +1,628.0% | -1,387.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling