+270.8%
MRK vs SPOT
+269.3%
+1.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.5% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | +0.3% | +16.9% | -16.7% | -0.4% |
| 3M | +9.7% | +23.0% | -13.3% | +8.7% |
| 6M | +32.0% | +42.2% | -10.2% | +30.1% |
| YTD | +43.3% | +5.5% | +37.8% | +42.5% |
| 1Y | +63.7% | -5.1% | +68.7% | +63.4% |
| 3Y | +58.0% | +257.9% | -199.9% | +46.3% |
| 5Y | +105.0% | +118.4% | -13.4% | +93.7% |
| All | +270.8% | +269.3% | +1.6% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling