+129.9%
MRK vs SPXU
-86.1%
+216.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.8% |
| 7D | -4.3% | +2.5% | -6.7% | -4.0% |
| 30D | +8.3% | +4.2% | +4.1% | +8.7% |
| 3M | +20.0% | -9.3% | +29.3% | +19.1% |
| 6M | +25.7% | -30.7% | +56.4% | +21.7% |
| YTD | +38.7% | -28.1% | +66.9% | +35.0% |
| 1Y | +74.7% | -35.2% | +109.9% | +68.6% |
| 3Y | +45.4% | -79.9% | +125.3% | +28.1% |
| All | +129.9% | -86.1% | +216.0% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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