+84.6%
MRK vs STM
+92.4%
-7.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.1% | +10.0% | +3.7% |
| 7D | +6.7% | -6.0% | +12.7% | +6.5% |
| 30D | +7.8% | -20.9% | +28.7% | +7.1% |
| 3M | +18.2% | -15.8% | +33.9% | +17.7% |
| 6M | +34.7% | -17.0% | +51.7% | +30.9% |
| YTD | +45.8% | +76.8% | -31.0% | +34.7% |
| 1Y | +84.6% | +96.5% | -11.9% | +69.9% |
| All | +84.6% | +92.4% | -7.8% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling