+129.9%
MRK vs SRE
+45.6%
+84.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -4.3% | -0.8% | -3.4% | -4.1% |
| 30D | +8.3% | -3.0% | +11.3% | +8.8% |
| 3M | +20.0% | -8.3% | +28.4% | +22.2% |
| 6M | +25.7% | -8.9% | +34.6% | +28.0% |
| YTD | +38.7% | -4.3% | +43.0% | +39.7% |
| 1Y | +74.7% | +2.7% | +71.9% | +73.2% |
| 3Y | +45.4% | +28.7% | +16.7% | +33.7% |
| All | +129.9% | +45.6% | +84.3% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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