+3,767.8%
MRK vs SAN
+1,735.1%
+2,032.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +0.7% | +4.0% | -3.3% | -0.1% |
| 30D | +0.3% | -7.8% | +8.1% | +1.9% |
| 3M | +9.7% | -16.4% | +26.0% | +13.5% |
| 6M | +32.0% | +3.5% | +28.4% | +30.2% |
| YTD | +43.3% | +6.7% | +36.6% | +39.6% |
| 1Y | +63.7% | +14.5% | +49.2% | +57.0% |
| 3Y | +58.0% | +243.5% | -185.5% | +18.1% |
| 5Y | +105.0% | +296.2% | -191.2% | +44.1% |
| 10Y | +228.6% | +268.5% | -39.9% | +119.5% |
| All | +3,767.8% | +1,735.1% | +2,032.7% | +1,565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling