+63.7%
MRK vs SPGI
+2.7%
+60.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | +0.3% | +15.9% | -15.6% | +0.1% |
| 3M | +9.7% | +12.3% | -2.6% | +9.5% |
| 6M | +32.0% | +23.7% | +8.3% | +32.6% |
| YTD | +43.3% | -3.5% | +46.8% | +43.1% |
| 1Y | +63.7% | +0.4% | +63.3% | +58.3% |
| All | +63.7% | +2.7% | +60.9% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling