+3,775.4%
MRK vs SO
+6,358.4%
-2,583.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +13.8% | +3.4% | +10.4% | +12.1% |
| 6M | +34.7% | +3.7% | +31.0% | +32.7% |
| YTD | +43.6% | +10.0% | +33.5% | +37.8% |
| 1Y | +75.7% | +6.6% | +69.1% | +70.8% |
| 3Y | +60.0% | +52.5% | +7.5% | +33.8% |
| 5Y | +105.4% | +76.1% | +29.3% | +59.7% |
| 10Y | +224.1% | +194.9% | +29.3% | +96.1% |
| All | +3,775.4% | +6,358.4% | -2,583.0% | +542.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling