+2,760.1%
MRK vs SPG
+5,256.9%
-2,496.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.3% | -2.4% | +3.7% | +1.8% |
| 30D | +17.1% | -6.8% | +24.0% | +18.8% |
| 3M | +25.9% | +2.7% | +23.2% | +25.3% |
| 6M | +26.8% | +5.5% | +21.4% | +25.5% |
| YTD | +44.9% | +15.7% | +29.2% | +40.8% |
| 1Y | +84.8% | +20.9% | +64.0% | +78.2% |
| 3Y | +50.1% | +112.4% | -62.3% | +29.0% |
| 5Y | +127.4% | +101.4% | +26.1% | +94.0% |
| 10Y | +240.0% | +60.6% | +179.3% | +182.3% |
| All | +2,760.1% | +5,256.9% | -2,496.8% | +1,093.5% |
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