+124.0%
MRK vs SITM
+4,437.5%
-4,313.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -2.7% | +3.7% | -6.4% | -2.8% |
| 30D | +12.7% | -14.5% | +27.2% | +13.1% |
| 3M | +24.2% | -10.6% | +34.8% | +24.1% |
| 6M | +27.8% | +65.5% | -37.7% | +24.4% |
| YTD | +42.2% | +67.0% | -24.8% | +38.2% |
| 1Y | +80.2% | +138.6% | -58.4% | +72.4% |
| 3Y | +48.4% | +421.8% | -373.4% | +34.8% |
| 5Y | +133.6% | +172.4% | -38.8% | +111.4% |
| All | +124.0% | +4,437.5% | -4,313.5% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling