+379.9%
MRK vs SFM
+117.5%
+262.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.0% |
| 7D | -0.9% | -5.8% | +4.9% | -0.7% |
| 30D | +15.5% | -11.4% | +26.8% | +16.0% |
| 3M | +25.1% | -12.2% | +37.3% | +25.7% |
| 6M | +30.1% | -5.2% | +35.3% | +30.1% |
| YTD | +43.1% | -4.5% | +47.6% | +43.0% |
| 1Y | +82.5% | -45.4% | +127.8% | +87.0% |
| 3Y | +49.3% | +91.1% | -41.8% | +39.2% |
| 5Y | +130.3% | +226.8% | -96.5% | +104.7% |
| 10Y | +234.3% | +291.9% | -57.6% | +185.9% |
| All | +379.9% | +117.5% | +262.5% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling