+226.2%
MRK vs SLB
-4.7%
+230.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.7% |
| 7D | -5.0% | -2.4% | -2.6% | -4.7% |
| 30D | +11.0% | +4.9% | +6.1% | +10.2% |
| 3M | +22.4% | +1.4% | +21.0% | +21.9% |
| 6M | +25.4% | +17.6% | +7.8% | +22.4% |
| YTD | +39.5% | +48.3% | -8.8% | +32.1% |
| 1Y | +78.0% | +58.7% | +19.3% | +67.0% |
| 3Y | +45.5% | +0.6% | +45.0% | +42.5% |
| 5Y | +130.3% | +133.6% | -3.3% | +96.6% |
| All | +226.2% | -4.7% | +230.9% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling