+117.5%
MRK vs SMR
+1.6%
+115.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.6% | -1.9% |
| 7D | -5.0% | +4.7% | -9.7% | -5.0% |
| 30D | +11.0% | +3.2% | +7.7% | +11.0% |
| 3M | +22.4% | +9.9% | +12.5% | +22.5% |
| 6M | +25.4% | -15.1% | +40.5% | +25.4% |
| YTD | +39.5% | -27.9% | +67.4% | +39.4% |
| 1Y | +78.0% | -70.2% | +148.2% | +76.7% |
| 3Y | +45.5% | +72.5% | -26.9% | +42.8% |
| All | +117.5% | +1.6% | +115.9% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling