+3,812.0%
MRK vs SPGI
+14,090.3%
-10,278.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.9% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +17.1% | +8.4% | +8.7% | +14.3% |
| 3M | +25.9% | +11.8% | +14.1% | +21.2% |
| 6M | +26.8% | +5.7% | +21.1% | +23.7% |
| YTD | +44.9% | -9.7% | +54.6% | +47.0% |
| 1Y | +84.8% | -12.5% | +97.3% | +88.9% |
| 3Y | +50.1% | +21.8% | +28.3% | +37.4% |
| 5Y | +127.4% | +8.2% | +119.2% | +111.2% |
| 10Y | +240.0% | +309.5% | -69.6% | +102.2% |
| All | +3,812.0% | +14,090.3% | -10,278.3% | +547.7% |
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