+129.9%
MRK vs SPMO
+149.5%
-19.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -4.3% | -0.9% | -3.3% | -4.1% |
| 30D | +8.3% | -1.9% | +10.2% | +8.6% |
| 3M | +20.0% | -1.4% | +21.4% | +19.7% |
| 6M | +25.7% | +25.5% | +0.2% | +18.1% |
| YTD | +38.7% | +24.8% | +13.9% | +30.4% |
| 1Y | +74.7% | +24.5% | +50.2% | +64.1% |
| 3Y | +45.4% | +157.1% | -111.8% | +6.8% |
| All | +129.9% | +149.5% | -19.6% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling