+129.9%
MRK vs SIRI
-41.5%
+171.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | -4.3% | +0.6% | -4.8% | -4.3% |
| 30D | +8.3% | +2.5% | +5.8% | +8.1% |
| 3M | +20.0% | +6.6% | +13.4% | +19.4% |
| 6M | +25.7% | +32.9% | -7.2% | +22.9% |
| YTD | +38.7% | +50.5% | -11.7% | +34.4% |
| 1Y | +74.7% | +28.0% | +46.7% | +70.9% |
| 3Y | +45.4% | -22.4% | +67.8% | +44.9% |
| All | +129.9% | -41.5% | +171.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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