+2,551.3%
MRK vs SIRI
-18.6%
+2,569.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -2.7% | -3.9% | +1.2% | -2.6% |
| 30D | +12.7% | -0.8% | +13.5% | +12.7% |
| 3M | +24.2% | +4.3% | +19.9% | +24.0% |
| 6M | +27.8% | +34.1% | -6.2% | +26.6% |
| YTD | +42.2% | +47.3% | -5.1% | +40.3% |
| 1Y | +80.2% | +22.9% | +57.3% | +78.8% |
| 3Y | +48.4% | -24.6% | +72.9% | +48.4% |
| 5Y | +133.6% | -43.2% | +176.8% | +134.5% |
| 10Y | +236.2% | -12.3% | +248.5% | +232.9% |
| All | +2,551.3% | -18.6% | +2,569.9% | +2,269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling