+229.0%
MRK vs STM
+467.4%
-238.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | 0.0% | +16.3% | -16.3% | -1.2% |
| 30D | +3.5% | -6.3% | +9.8% | +3.8% |
| 3M | +11.2% | -14.1% | +25.3% | +12.1% |
| 6M | +32.5% | -19.6% | +52.1% | +32.6% |
| YTD | +42.5% | +80.1% | -37.6% | +31.1% |
| 1Y | +65.4% | +95.4% | -30.0% | +50.9% |
| 3Y | +58.8% | +14.7% | +44.1% | +49.1% |
| 5Y | +103.9% | -5.4% | +109.2% | +91.9% |
| All | +229.0% | +467.4% | -238.4% | +179.2% |
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