+422.3%
MRK vs SPYG
+559.0%
-136.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | +8.3% | -1.5% | +9.8% | +9.0% |
| 3M | +20.0% | +3.7% | +16.3% | +17.5% |
| 6M | +25.7% | +16.4% | +9.2% | +16.3% |
| YTD | +38.7% | +13.3% | +25.4% | +29.7% |
| 1Y | +74.7% | +17.9% | +56.8% | +60.0% |
| 3Y | +45.4% | +98.3% | -53.0% | +1.3% |
| 5Y | +129.0% | +86.4% | +42.6% | +59.8% |
| 10Y | +228.0% | +421.9% | -193.9% | +30.7% |
| All | +422.3% | +559.0% | -136.7% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling