+224.4%
MRK vs SGI
+270.1%
-45.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -4.3% | -4.5% | +0.2% | -3.9% |
| 30D | +8.3% | +4.2% | +4.1% | +7.9% |
| 3M | +20.0% | -7.4% | +27.5% | +20.7% |
| 6M | +25.7% | -15.1% | +40.7% | +27.1% |
| YTD | +38.7% | -24.7% | +63.4% | +41.6% |
| 1Y | +74.7% | -21.8% | +96.4% | +77.5% |
| 3Y | +45.4% | +50.0% | -4.7% | +39.1% |
| 5Y | +129.0% | +48.9% | +80.1% | +116.5% |
| All | +224.4% | +270.1% | -45.7% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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