+230.8%
MRK vs SPY
+307.0%
-76.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +0.7% | +2.6% | -1.9% | -0.6% |
| 30D | +0.3% | -2.0% | +2.2% | +1.2% |
| 3M | +9.7% | -2.8% | +12.4% | +11.1% |
| 6M | +32.0% | +2.1% | +29.8% | +30.2% |
| YTD | +43.3% | +11.5% | +31.8% | +35.0% |
| 1Y | +63.7% | +13.5% | +50.2% | +52.9% |
| 3Y | +58.0% | +77.7% | -19.7% | +15.3% |
| 5Y | +105.0% | +72.6% | +32.4% | +50.1% |
| All | +230.8% | +307.0% | -76.2% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling