+123.7%
MRK vs SOXQ
+279.9%
-156.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.9% |
| 7D | -5.0% | +2.3% | -7.3% | -5.0% |
| 30D | +11.0% | -3.9% | +14.9% | +11.0% |
| 3M | +22.4% | -4.7% | +27.1% | +22.2% |
| 6M | +25.4% | +47.9% | -22.5% | +23.0% |
| YTD | +39.5% | +64.3% | -24.8% | +36.3% |
| 1Y | +78.0% | +95.7% | -17.7% | +72.7% |
| 3Y | +45.5% | +231.5% | -186.0% | +38.1% |
| 5Y | +130.3% | +255.0% | -124.7% | +112.7% |
| All | +123.7% | +279.9% | -156.3% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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