+2,310.9%
MRK vs STM
+2,025.5%
+285.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | 0.0% | +16.3% | -16.3% | -1.9% |
| 30D | +3.5% | -6.3% | +9.8% | +4.0% |
| 3M | +11.2% | -14.1% | +25.3% | +12.7% |
| 6M | +32.5% | -19.6% | +52.1% | +33.2% |
| YTD | +42.5% | +80.1% | -37.6% | +27.5% |
| 1Y | +65.4% | +95.4% | -30.0% | +46.3% |
| 3Y | +58.8% | +14.7% | +44.1% | +46.6% |
| 5Y | +103.9% | -5.4% | +109.2% | +88.4% |
| 10Y | +226.8% | +465.5% | -238.7% | +118.5% |
| All | +2,310.9% | +2,025.5% | +285.4% | +1,108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling