+89.4%
MRK vs SOUN
-25.7%
+115.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.6% |
| 7D | -2.7% | -4.4% | +1.7% | -2.7% |
| 30D | +12.7% | -13.1% | +25.8% | +12.7% |
| 3M | +24.2% | -7.7% | +31.9% | +24.3% |
| 6M | +27.8% | -21.2% | +49.0% | +27.9% |
| YTD | +42.2% | -35.0% | +77.2% | +42.3% |
| 1Y | +80.2% | -56.4% | +136.6% | +80.5% |
| 3Y | +48.4% | +181.7% | -133.4% | +47.9% |
| All | +89.4% | -25.7% | +115.1% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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