+116.4%
MRK vs SMR
-14.3%
+130.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.7% | +15.1% | -0.6% |
| 7D | -4.3% | -11.2% | +7.0% | -4.3% |
| 30D | +8.3% | -10.2% | +18.5% | +8.2% |
| 3M | +20.0% | -10.0% | +30.1% | +20.0% |
| 6M | +25.7% | -30.5% | +56.1% | +25.5% |
| YTD | +38.7% | -39.2% | +78.0% | +38.5% |
| 1Y | +74.7% | -75.5% | +150.2% | +73.3% |
| 3Y | +45.4% | +45.4% | -0.1% | +42.5% |
| All | +116.4% | -14.3% | +130.7% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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