+689.1%
MRK vs STLA
+246.1%
+442.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +12.7% | -5.2% | +17.9% | +13.3% |
| 3M | +24.2% | -24.9% | +49.1% | +27.7% |
| 6M | +27.8% | -25.2% | +53.0% | +31.2% |
| YTD | +42.2% | -51.4% | +93.6% | +51.8% |
| 1Y | +80.2% | -40.7% | +120.9% | +87.7% |
| 3Y | +48.4% | -66.3% | +114.6% | +61.0% |
| 5Y | +133.6% | -63.2% | +196.8% | +147.8% |
| 10Y | +236.2% | +48.7% | +187.5% | +202.4% |
| All | +689.1% | +246.1% | +442.9% | +597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling