+1,967.8%
MRK vs SM
+1,608.3%
+359.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +17.1% | +26.3% | -9.2% | +15.4% |
| 3M | +25.9% | +8.7% | +17.2% | +25.0% |
| 6M | +26.8% | +51.7% | -24.9% | +23.0% |
| YTD | +44.9% | +99.0% | -54.1% | +38.0% |
| 1Y | +84.8% | +34.6% | +50.2% | +80.0% |
| 3Y | +50.1% | -7.8% | +57.9% | +47.7% |
| 5Y | +127.4% | +104.8% | +22.6% | +108.2% |
| 10Y | +240.0% | +7.2% | +232.7% | +181.8% |
| All | +1,967.8% | +1,608.3% | +359.5% | +1,168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling