+224.4%
MRK vs SPMO
+517.6%
-293.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -4.3% | -0.9% | -3.3% | -3.9% |
| 30D | +8.3% | -1.9% | +10.2% | +8.9% |
| 3M | +20.0% | -1.4% | +21.4% | +19.5% |
| 6M | +25.7% | +25.5% | +0.2% | +12.7% |
| YTD | +38.7% | +24.8% | +13.9% | +24.5% |
| 1Y | +74.7% | +24.5% | +50.2% | +56.6% |
| 3Y | +45.4% | +157.1% | -111.8% | -9.5% |
| 5Y | +129.0% | +149.5% | -20.5% | +43.1% |
| All | +224.4% | +517.6% | -293.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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