+66.6%
MRK vs STM
+95.6%
-29.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.5% |
| 7D | -2.1% | +1.4% | -3.6% | -2.1% |
| 30D | +1.2% | -8.4% | +9.5% | +1.0% |
| 3M | +13.5% | -15.8% | +29.3% | +13.1% |
| 6M | +34.0% | -22.8% | +56.8% | +31.0% |
| YTD | +42.7% | +79.4% | -36.6% | +30.5% |
| 1Y | +66.6% | +97.0% | -30.4% | +50.8% |
| All | +66.6% | +95.6% | -29.0% | +50.8% |
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