+133.6%
MRK vs SPOT
+111.4%
+22.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.6% |
| 7D | -2.7% | -6.5% | +3.8% | -2.6% |
| 30D | +12.7% | +2.2% | +10.5% | +12.7% |
| 3M | +24.2% | +5.4% | +18.8% | +24.1% |
| 6M | +27.8% | -4.0% | +31.8% | +27.7% |
| YTD | +42.2% | -9.9% | +52.1% | +42.3% |
| 1Y | +80.2% | -27.3% | +107.5% | +80.9% |
| 3Y | +48.4% | +236.4% | -188.0% | +41.1% |
| 5Y | +133.6% | +112.6% | +21.0% | +129.3% |
| All | +133.6% | +111.4% | +22.2% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling