+224.4%
MRK vs SPY
+322.5%
-98.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | +8.3% | -1.1% | +9.3% | +8.9% |
| 3M | +20.0% | +3.9% | +16.2% | +17.6% |
| 6M | +25.7% | +13.6% | +12.1% | +17.5% |
| YTD | +38.7% | +12.7% | +26.1% | +30.1% |
| 1Y | +74.7% | +17.5% | +57.2% | +60.3% |
| 3Y | +45.4% | +76.9% | -31.5% | +5.9% |
| 5Y | +129.0% | +83.6% | +45.5% | +60.6% |
| All | +224.4% | +322.5% | -98.1% | +16.0% |
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