+80.2%
MRK vs STM
+98.5%
-18.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -2.7% | +1.7% | -4.4% | -2.7% |
| 30D | +12.7% | -5.2% | +17.8% | +12.7% |
| 3M | +24.2% | -29.6% | +53.9% | +24.1% |
| 6M | +27.8% | +54.4% | -26.5% | +19.9% |
| YTD | +42.2% | +99.5% | -57.3% | +31.2% |
| 1Y | +80.2% | +100.8% | -20.6% | +64.9% |
| All | +80.2% | +98.5% | -18.3% | +64.9% |
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