+22.4%
MRK vs SNDQ
-79.5%
+101.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.0% | -9.9% | -2.1% |
| 7D | -5.0% | -20.4% | +15.4% | -4.6% |
| 30D | +11.0% | -54.5% | +65.5% | +12.2% |
| 3M | +22.4% | -79.1% | +101.5% | +23.0% |
| All | +22.4% | -79.5% | +101.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 3mo: compounded portfolio wealth divided by compounded SNDQ 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…
3mo analysis · Full analysis span regression · Available span rolling