+247.5%
MRK vs QLD
+1,375.1%
-1,127.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.5% |
| 7D | -1.9% | -10.3% | +8.4% | -0.6% |
| 30D | +2.8% | -26.1% | +28.8% | +6.6% |
| 3M | +15.0% | -17.8% | +32.7% | +17.6% |
| 6M | +30.9% | -15.6% | +46.5% | +32.4% |
| YTD | +42.3% | +5.4% | +36.9% | +38.9% |
| 1Y | +76.1% | +5.2% | +70.8% | +71.7% |
| 3Y | +54.1% | +139.4% | -85.4% | +28.4% |
| 5Y | +109.5% | +66.7% | +42.8% | +80.1% |
| All | +247.5% | +1,375.1% | -1,127.6% | +75.3% |
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