+2,727.8%
MRK vs SPG
+5,922.7%
-3,194.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +0.7% | +2.0% | -1.3% | +0.3% |
| 30D | +0.3% | +17.2% | -17.0% | -2.8% |
| 3M | +9.7% | +6.3% | +3.3% | +8.4% |
| 6M | +32.0% | +18.7% | +13.3% | +27.7% |
| YTD | +43.3% | +30.1% | +13.2% | +36.1% |
| 1Y | +63.7% | +32.8% | +30.9% | +54.9% |
| 3Y | +58.0% | +133.6% | -75.6% | +33.4% |
| 5Y | +105.0% | +84.4% | +20.6% | +78.2% |
| 10Y | +228.6% | +114.3% | +114.3% | +156.6% |
| All | +2,727.8% | +5,922.7% | -3,194.9% | +1,053.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling