+133.6%
MRK vs SM
+119.2%
+14.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.7% | +20.3% | -7.6% | +11.7% |
| 3M | +24.2% | +22.9% | +1.3% | +22.9% |
| 6M | +27.8% | +47.8% | -20.0% | +25.0% |
| YTD | +42.2% | +107.5% | -65.2% | +36.5% |
| 1Y | +80.2% | +51.7% | +28.5% | +75.2% |
| 3Y | +48.4% | -0.9% | +49.2% | +44.6% |
| 5Y | +133.6% | +112.2% | +21.3% | +104.5% |
| All | +133.6% | +119.2% | +14.4% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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