+229.0%
MRK vs QLD
+1,508.4%
-1,279.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | 0.0% | +12.5% | -12.5% | -1.6% |
| 30D | +3.5% | -15.7% | +19.2% | +5.5% |
| 3M | +11.2% | -11.9% | +23.1% | +12.6% |
| 6M | +32.5% | -10.3% | +42.8% | +33.0% |
| YTD | +42.5% | +15.6% | +26.9% | +37.4% |
| 1Y | +65.4% | +12.1% | +53.3% | +60.0% |
| 3Y | +58.8% | +150.7% | -91.8% | +31.8% |
| 5Y | +103.9% | +86.6% | +17.2% | +72.3% |
| All | +229.0% | +1,508.4% | -1,279.4% | +61.0% |
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