+84.6%
MRK vs SAN
+23.5%
+61.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +3.3% |
| 7D | +6.7% | +4.5% | +2.2% | +6.2% |
| 30D | +7.8% | -12.1% | +19.8% | +8.8% |
| 3M | +18.2% | -15.6% | +33.7% | +19.7% |
| 6M | +34.7% | +5.8% | +28.9% | +33.3% |
| YTD | +45.8% | +5.5% | +40.3% | +42.6% |
| 1Y | +84.6% | +23.6% | +61.0% | +78.7% |
| All | +84.6% | +23.5% | +61.1% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling