+523.0%
MRK vs SRE
+1,553.2%
-1,030.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -0.9% | +1.4% | -2.4% | -1.4% |
| 30D | +15.5% | +1.9% | +13.6% | +14.4% |
| 3M | +25.1% | -3.3% | +28.4% | +26.2% |
| 6M | +30.1% | -6.4% | +36.5% | +32.5% |
| YTD | +43.1% | -1.8% | +44.9% | +43.2% |
| 1Y | +82.5% | +10.7% | +71.7% | +75.1% |
| 3Y | +49.3% | +31.8% | +17.5% | +31.8% |
| 5Y | +130.3% | +49.2% | +81.0% | +92.1% |
| 10Y | +234.3% | +118.5% | +115.8% | +131.9% |
| All | +523.0% | +1,553.2% | -1,030.1% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling