+129.9%
MRK vs SPYG
+85.2%
+44.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | -4.3% | -0.9% | -3.4% | -4.2% |
| 30D | +8.3% | -1.5% | +9.8% | +8.5% |
| 3M | +20.0% | +3.7% | +16.3% | +19.3% |
| 6M | +25.7% | +16.4% | +9.2% | +22.6% |
| YTD | +38.7% | +13.3% | +25.4% | +35.8% |
| 1Y | +74.7% | +17.9% | +56.8% | +69.8% |
| 3Y | +45.4% | +98.3% | -53.0% | +27.9% |
| All | +129.9% | +85.2% | +44.7% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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