+227.3%
MRK vs STM
+468.1%
-240.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.9% |
| 7D | -2.1% | +1.4% | -3.6% | -2.3% |
| 30D | +1.2% | -8.4% | +9.5% | +1.7% |
| 3M | +13.5% | -15.8% | +29.3% | +14.6% |
| 6M | +34.0% | -22.8% | +56.8% | +34.6% |
| YTD | +42.7% | +79.4% | -36.6% | +31.4% |
| 1Y | +66.6% | +97.0% | -30.4% | +51.8% |
| 3Y | +59.1% | +14.2% | +44.9% | +49.4% |
| 5Y | +104.1% | -4.5% | +108.6% | +91.9% |
| 10Y | +227.3% | +463.1% | -235.8% | +179.1% |
| All | +227.3% | +468.1% | -240.8% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling