+2,329.0%
MRK vs STM
+1,945.0%
+384.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +2.3% | -7.9% | +10.2% | +3.2% |
| 30D | +1.7% | -14.1% | +15.8% | +3.3% |
| 3M | +13.8% | -17.6% | +31.4% | +15.9% |
| 6M | +34.7% | -24.2% | +58.9% | +36.5% |
| YTD | +43.6% | +73.3% | -29.8% | +29.1% |
| 1Y | +75.7% | +90.1% | -14.4% | +55.9% |
| 3Y | +60.0% | +10.3% | +49.7% | +48.5% |
| 5Y | +105.4% | -5.7% | +111.1% | +89.8% |
| 10Y | +224.1% | +444.1% | -220.0% | +117.8% |
| All | +2,329.0% | +1,945.0% | +384.0% | +1,123.2% |
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 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