+230.8%
MRK vs SBAC
+114.8%
+116.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | +0.3% | +5.5% | -5.2% | -1.0% |
| 3M | +9.7% | +3.1% | +6.6% | +8.7% |
| 6M | +32.0% | -7.0% | +39.0% | +33.5% |
| YTD | +43.3% | +0.5% | +42.8% | +41.3% |
| 1Y | +63.7% | +0.2% | +63.4% | +61.6% |
| 3Y | +58.0% | -7.4% | +65.4% | +57.0% |
| 5Y | +105.0% | -39.7% | +144.7% | +124.4% |
| All | +230.8% | +114.8% | +116.0% | +182.3% |
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