+84.8%
MRK vs SFM
-41.4%
+126.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.3% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +17.1% | -4.4% | +21.5% | +17.1% |
| 3M | +25.9% | +1.5% | +24.4% | +26.1% |
| 6M | +26.8% | +6.5% | +20.3% | +27.7% |
| YTD | +44.9% | +2.2% | +42.7% | +45.7% |
| 1Y | +84.8% | -41.9% | +126.7% | +107.5% |
| All | +84.8% | -41.4% | +126.3% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling