+46.1%
MRK vs SBAC
-11.3%
+57.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.5% |
| 7D | -5.0% | -5.3% | +0.3% | -4.2% |
| 30D | +11.0% | +0.4% | +10.6% | +10.9% |
| 3M | +22.4% | -11.9% | +34.3% | +24.8% |
| 6M | +25.4% | -4.5% | +29.9% | +26.2% |
| YTD | +39.5% | -4.3% | +43.8% | +40.3% |
| 1Y | +78.0% | -3.9% | +81.9% | +78.7% |
| All | +46.1% | -11.3% | +57.5% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling