+230.8%
MRK vs SPGI
+333.9%
-103.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +0.7% | +1.2% | -0.5% | +0.4% |
| 30D | +0.3% | +15.9% | -15.6% | -3.7% |
| 3M | +9.7% | +12.3% | -2.6% | +6.2% |
| 6M | +32.0% | +23.7% | +8.3% | +23.9% |
| YTD | +43.3% | -3.5% | +46.8% | +43.1% |
| 1Y | +63.7% | +0.4% | +63.3% | +61.4% |
| 3Y | +58.0% | +29.9% | +28.1% | +42.2% |
| 5Y | +105.0% | +15.2% | +89.8% | +88.8% |
| All | +230.8% | +333.9% | -103.1% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling