+3,775.4%
MRK vs SPGI
+15,046.0%
-11,270.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.3% | +1.6% | +0.8% | +1.9% |
| 30D | +1.7% | +16.1% | -14.4% | -2.7% |
| 3M | +13.8% | +15.5% | -1.7% | +8.9% |
| 6M | +34.7% | +19.6% | +15.0% | +26.8% |
| YTD | +43.6% | -3.6% | +47.1% | +42.8% |
| 1Y | +75.7% | +2.2% | +73.5% | +71.6% |
| 3Y | +60.0% | +30.1% | +29.9% | +43.7% |
| 5Y | +105.4% | +14.9% | +90.4% | +87.5% |
| 10Y | +224.1% | +334.0% | -109.8% | +89.4% |
| All | +3,775.4% | +15,046.0% | -11,270.6% | +528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling