+780.9%
MRK vs QLD
+7,369.0%
-6,588.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.7% |
| 7D | -1.9% | -10.3% | +8.4% | +0.4% |
| 30D | +2.8% | -26.1% | +28.8% | +9.6% |
| 3M | +15.0% | -17.8% | +32.7% | +19.5% |
| 6M | +30.9% | -15.6% | +46.5% | +33.5% |
| YTD | +42.3% | +5.4% | +36.9% | +36.7% |
| 1Y | +76.1% | +5.2% | +70.8% | +68.9% |
| 3Y | +54.1% | +139.4% | -85.4% | +14.6% |
| 5Y | +109.5% | +66.7% | +42.8% | +59.4% |
| 10Y | +254.8% | +1,422.1% | -1,167.3% | +16.1% |
| All | +780.9% | +7,369.0% | -6,588.1% | +30.4% |
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