+84.6%
MRK vs SPY
+14.6%
+69.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +3.7% |
| 7D | +6.7% | -0.7% | +7.4% | +6.7% |
| 30D | +7.8% | -1.0% | +8.8% | +7.8% |
| 3M | +18.2% | -0.3% | +18.5% | +18.1% |
| 6M | +34.7% | +7.3% | +27.3% | +32.4% |
| YTD | +45.8% | +13.3% | +32.5% | +39.2% |
| 1Y | +84.6% | +14.8% | +69.8% | +75.4% |
| All | +84.6% | +14.6% | +69.9% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling