+224.4%
MRK vs SBAC
+87.1%
+137.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.0% |
| 7D | -4.3% | -2.1% | -2.2% | -3.8% |
| 30D | +8.3% | +2.0% | +6.3% | +7.8% |
| 3M | +20.0% | -8.3% | +28.3% | +22.1% |
| 6M | +25.7% | +0.3% | +25.4% | +24.5% |
| YTD | +38.7% | -2.2% | +40.9% | +38.0% |
| 1Y | +74.7% | -4.6% | +79.3% | +74.7% |
| 3Y | +45.4% | -8.3% | +53.6% | +44.7% |
| 5Y | +129.0% | -42.8% | +171.9% | +154.0% |
| All | +224.4% | +87.1% | +137.3% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling