+229.0%
MRK vs STRL
+3,816.9%
-3,587.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | 0.0% | +23.4% | -23.4% | -0.8% |
| 30D | +3.5% | -39.5% | +43.0% | +5.2% |
| 3M | +11.2% | -45.1% | +56.3% | +13.4% |
| 6M | +32.5% | -64.6% | +97.1% | +37.1% |
| YTD | +42.5% | -1.5% | +44.0% | +38.2% |
| 1Y | +65.4% | -20.8% | +86.2% | +62.0% |
| 3Y | +58.8% | +353.1% | -294.3% | +33.8% |
| 5Y | +103.9% | +942.9% | -839.0% | +56.9% |
| All | +229.0% | +3,816.9% | -3,587.9% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling