+224.4%
MRK vs SFM
+271.4%
-47.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -4.3% | -10.6% | +6.4% | -3.9% |
| 30D | +8.3% | -15.5% | +23.7% | +8.9% |
| 3M | +20.0% | -17.4% | +37.5% | +20.7% |
| 6M | +25.7% | -3.4% | +29.1% | +25.7% |
| YTD | +38.7% | -8.7% | +47.4% | +38.9% |
| 1Y | +74.7% | -47.2% | +121.9% | +78.6% |
| 3Y | +45.4% | +82.7% | -37.4% | +35.9% |
| 5Y | +129.0% | +214.3% | -85.3% | +104.5% |
| All | +224.4% | +271.4% | -47.0% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling