+211.0%
MRK vs SE
+562.7%
-351.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -5.0% | -4.8% | -0.2% | -4.8% |
| 30D | +11.0% | -18.1% | +29.1% | +11.8% |
| 3M | +22.4% | +30.6% | -8.2% | +21.0% |
| 6M | +25.4% | +20.8% | +4.6% | +24.2% |
| YTD | +39.5% | -15.6% | +55.1% | +39.9% |
| 1Y | +78.0% | -44.2% | +122.2% | +81.4% |
| 3Y | +45.5% | +181.5% | -136.0% | +36.2% |
| 5Y | +130.3% | -66.9% | +197.2% | +140.9% |
| All | +211.0% | +562.7% | -351.7% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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