+130.3%
MRK vs SFM
+212.1%
-81.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -5.0% | -8.8% | +3.7% | -5.0% |
| 30D | +11.0% | -14.5% | +25.4% | +11.0% |
| 3M | +22.4% | -16.8% | +39.2% | +22.4% |
| 6M | +25.4% | -5.3% | +30.7% | +25.6% |
| YTD | +39.5% | -9.4% | +48.9% | +39.7% |
| 1Y | +78.0% | -46.2% | +124.1% | +79.0% |
| 3Y | +45.5% | +81.3% | -35.7% | +36.9% |
| 5Y | +130.3% | +211.9% | -81.6% | +139.5% |
| All | +130.3% | +212.1% | -81.9% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling