+45.4%
MRK vs SITM
+452.7%
-407.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.1% | -0.5% |
| 7D | -4.3% | +3.9% | -8.1% | -4.3% |
| 30D | +8.3% | -6.6% | +14.9% | +8.3% |
| 3M | +20.0% | -11.9% | +31.9% | +20.1% |
| 6M | +25.7% | +81.1% | -55.5% | +23.7% |
| YTD | +38.7% | +80.0% | -41.2% | +36.6% |
| 1Y | +74.7% | +145.8% | -71.2% | +71.0% |
| 3Y | +45.4% | +475.9% | -430.5% | +38.2% |
| All | +45.4% | +452.7% | -407.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling