+123.2%
MRK vs SMR
+11.2%
+111.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +15.3% | -16.5% | -1.1% |
| 7D | -0.9% | +21.4% | -22.3% | -0.8% |
| 30D | +15.5% | +13.8% | +1.6% | +15.5% |
| 3M | +25.1% | +3.9% | +21.2% | +25.2% |
| 6M | +30.1% | -4.2% | +34.3% | +30.2% |
| YTD | +43.1% | -21.1% | +64.2% | +43.1% |
| 1Y | +82.5% | -67.1% | +149.5% | +81.3% |
| 3Y | +49.3% | +88.9% | -39.5% | +46.6% |
| All | +123.2% | +11.2% | +111.9% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling