+226.2%
MRK vs STLA
+51.6%
+174.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -5.0% | -3.8% | -1.2% | -4.6% |
| 30D | +11.0% | -3.1% | +14.1% | +11.4% |
| 3M | +22.4% | -19.6% | +42.0% | +25.3% |
| 6M | +25.4% | -23.5% | +48.9% | +28.9% |
| YTD | +39.5% | -51.5% | +91.0% | +50.5% |
| 1Y | +78.0% | -39.7% | +117.6% | +86.1% |
| 3Y | +45.5% | -66.3% | +111.9% | +59.9% |
| 5Y | +130.3% | -63.1% | +193.4% | +146.0% |
| All | +226.2% | +51.6% | +174.5% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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