+106.8%
MRK vs QLD
+66.7%
+40.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.2% |
| 7D | -1.9% | -10.3% | +8.4% | -1.5% |
| 30D | +2.8% | -26.1% | +28.8% | +3.9% |
| 3M | +15.0% | -17.8% | +32.7% | +15.8% |
| 6M | +30.9% | -15.6% | +46.5% | +31.2% |
| YTD | +42.3% | +5.4% | +36.9% | +40.7% |
| 1Y | +76.1% | +5.2% | +70.8% | +74.0% |
| 3Y | +54.1% | +139.4% | -85.4% | +43.8% |
| All | +106.8% | +66.7% | +40.1% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling