+49.9%
MRK vs SPOT
+238.9%
-189.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -0.9% | -2.9% | +1.9% | -0.9% |
| 30D | +15.5% | +8.3% | +7.2% | +15.5% |
| 3M | +25.1% | +5.1% | +20.0% | +25.2% |
| 6M | +30.1% | -6.5% | +36.6% | +29.7% |
| YTD | +43.1% | -9.0% | +52.1% | +42.9% |
| 1Y | +82.5% | -26.4% | +108.9% | +81.7% |
| All | +49.9% | +238.9% | -189.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling