+2,351.9%
MRK vs STM
+2,285.7%
+66.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | +1.3% | +5.8% | -4.5% | +0.6% |
| 30D | +17.1% | -1.0% | +18.1% | +17.1% |
| 3M | +25.9% | -33.3% | +59.2% | +31.0% |
| 6M | +26.8% | +57.4% | -30.5% | +16.7% |
| YTD | +44.9% | +102.2% | -57.3% | +28.5% |
| 1Y | +84.8% | +99.6% | -14.8% | +63.5% |
| 3Y | +50.1% | +14.5% | +35.6% | +39.4% |
| 5Y | +127.4% | +21.4% | +106.0% | +103.9% |
| 10Y | +240.0% | +695.0% | -455.0% | +117.3% |
| All | +2,351.9% | +2,285.7% | +66.2% | +1,116.8% |
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 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