+58.0%
MRK vs STLA
-77.1%
+135.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +0.7% | -13.8% | +14.5% | +2.3% |
| 30D | +0.3% | -10.5% | +10.8% | +1.4% |
| 3M | +9.7% | -28.9% | +38.5% | +13.5% |
| 6M | +32.0% | -49.7% | +81.7% | +41.4% |
| YTD | +43.3% | -64.9% | +108.2% | +58.7% |
| 1Y | +63.7% | -64.0% | +127.7% | +80.3% |
| 3Y | +58.0% | -77.4% | +135.4% | +73.3% |
| All | +58.0% | -77.1% | +135.1% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling