+105.7%
MRK vs STLA
-74.6%
+180.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +0.7% | -13.8% | +14.5% | +2.2% |
| 30D | +0.3% | -10.5% | +10.8% | +1.3% |
| 3M | +9.7% | -28.9% | +38.5% | +13.2% |
| 6M | +32.0% | -49.7% | +81.7% | +40.6% |
| YTD | +43.3% | -64.9% | +108.2% | +57.2% |
| 1Y | +63.7% | -64.0% | +127.7% | +78.8% |
| 3Y | +58.0% | -77.4% | +135.4% | +75.0% |
| All | +105.7% | -74.6% | +180.3% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling