+226.2%
MRK vs STRL
+6,846.4%
-6,620.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -5.0% | +5.4% | -10.4% | -5.2% |
| 30D | +11.0% | -9.0% | +19.9% | +11.3% |
| 3M | +22.4% | -37.1% | +59.4% | +24.4% |
| 6M | +25.4% | +17.8% | +7.6% | +21.9% |
| YTD | +39.5% | +58.3% | -18.8% | +33.1% |
| 1Y | +78.0% | +61.0% | +17.0% | +68.7% |
| 3Y | +45.5% | +517.8% | -472.3% | +21.8% |
| 5Y | +130.3% | +2,119.0% | -1,988.8% | +69.0% |
| All | +226.2% | +6,846.4% | -6,620.3% | +98.9% |
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