+130.3%
MRK vs SLB
+128.1%
+2.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.9% | +0.4% | -1.4% | -1.0% |
| 30D | +15.5% | +13.6% | +1.9% | +13.9% |
| 3M | +25.1% | +1.5% | +23.6% | +24.7% |
| 6M | +30.1% | +23.0% | +7.1% | +27.1% |
| YTD | +43.1% | +51.2% | -8.1% | +37.0% |
| 1Y | +82.5% | +63.5% | +19.0% | +73.3% |
| 3Y | +49.3% | +2.5% | +46.8% | +45.1% |
| 5Y | +130.3% | +139.2% | -8.9% | +99.1% |
| All | +130.3% | +128.1% | +2.2% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling