+57.1%
MRK vs SPG
+136.2%
-79.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | 0.0% | +3.1% | -3.1% | -0.9% |
| 30D | +3.5% | +16.4% | -12.9% | -0.9% |
| 3M | +11.2% | +7.1% | +4.2% | +9.1% |
| 6M | +32.5% | +16.1% | +16.4% | +27.1% |
| YTD | +42.5% | +30.4% | +12.0% | +32.6% |
| 1Y | +65.4% | +33.0% | +32.4% | +53.2% |
| All | +57.1% | +136.2% | -79.1% | +32.7% |
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