Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MRK vs SIMO✓SelectedUSD · SIMOMRK vs SIMO performance historyLatest closeAs of-1.24%09/08
Stock and ETF performance explorer

MRK vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+130.3%
SIMO return
+297.1%
Excess return
-166.9%
Maximum drawdown
-43.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-1.2%+6.2%-7.4%-1.3%
7D-0.9%+14.6%-15.5%-1.0%
30D+15.5%+6.2%+9.3%+15.4%
3M+25.1%+3.6%+21.5%+24.8%
6M+30.1%+130.8%-100.7%+27.9%
YTD+43.1%+195.8%-152.7%+40.2%
1Y+82.5%+225.0%-142.6%+78.4%
3Y+49.3%+452.3%-403.0%+45.1%
5Y+130.3%+303.6%-173.3%+123.5%
All+130.3%+297.1%-166.9%+123.5%

Cumulative growth

Daily Returns

Daily percentage return beside SIMO.

Daily Out/Under-Performance

Portfolio return minus SIMO return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SIMO 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 SIMO 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