+58.3%
MRK vs SO
+52.8%
+5.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | +1.7% | +8.7% | -7.0% | -1.6% |
| 3M | +13.8% | +3.4% | +10.4% | +12.2% |
| 6M | +34.7% | +3.7% | +31.0% | +32.9% |
| YTD | +43.6% | +10.0% | +33.5% | +38.4% |
| 1Y | +75.7% | +6.6% | +69.1% | +71.2% |
| All | +58.3% | +52.8% | +5.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling