+49.0%
MRK vs SPG
+106.5%
-57.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -2.7% | -1.7% | -1.1% | -2.3% |
| 30D | +12.7% | -6.3% | +19.0% | +14.8% |
| 3M | +24.2% | -2.4% | +26.7% | +25.2% |
| 6M | +27.8% | +9.6% | +18.2% | +24.9% |
| YTD | +42.2% | +14.2% | +28.0% | +37.5% |
| 1Y | +80.2% | +19.3% | +60.9% | +72.3% |
| All | +49.0% | +106.5% | -57.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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