+130.3%
MRK vs SE
-67.4%
+197.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -5.0% | -4.8% | -0.2% | -5.0% |
| 30D | +11.0% | -18.1% | +29.1% | +11.0% |
| 3M | +22.4% | +30.6% | -8.2% | +22.3% |
| 6M | +25.4% | +20.8% | +4.6% | +25.3% |
| YTD | +39.5% | -15.6% | +55.1% | +39.5% |
| 1Y | +78.0% | -44.2% | +122.2% | +78.3% |
| 3Y | +45.5% | +181.5% | -136.0% | +44.1% |
| 5Y | +130.3% | -66.9% | +197.2% | +131.4% |
| All | +130.3% | -67.4% | +197.7% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling