+130.3%
MRK vs SPGI
+5.8%
+124.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -0.9% | -2.5% | +1.5% | -0.6% |
| 30D | +15.5% | +5.4% | +10.1% | +14.6% |
| 3M | +25.1% | +9.0% | +16.1% | +23.5% |
| 6M | +30.1% | +0.8% | +29.3% | +29.7% |
| YTD | +43.1% | -12.6% | +55.7% | +45.5% |
| 1Y | +82.5% | -16.1% | +98.6% | +86.8% |
| 3Y | +49.3% | +19.0% | +30.3% | +43.9% |
| 5Y | +130.3% | +5.1% | +125.2% | +120.3% |
| All | +130.3% | +5.8% | +124.5% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling