+788.8%
MRK vs QLD
+7,781.2%
-6,992.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +2.3% | -3.8% | +6.1% | +3.0% |
| 30D | +1.7% | -20.5% | +22.2% | +6.6% |
| 3M | +13.8% | -14.6% | +28.4% | +17.2% |
| 6M | +34.7% | -14.7% | +49.3% | +37.1% |
| YTD | +43.6% | +11.2% | +32.4% | +36.2% |
| 1Y | +75.7% | +7.1% | +68.6% | +67.9% |
| 3Y | +60.0% | +141.1% | -81.1% | +19.0% |
| 5Y | +105.4% | +84.3% | +21.1% | +52.1% |
| 10Y | +224.1% | +1,450.1% | -1,225.9% | +6.0% |
| All | +788.8% | +7,781.2% | -6,992.4% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling