+63.7%
MRK vs STRL
-22.7%
+86.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.5% |
| 7D | +0.7% | +15.7% | -14.9% | +0.8% |
| 30D | +0.3% | -35.5% | +35.7% | -0.1% |
| 3M | +9.7% | -47.1% | +56.8% | +9.3% |
| 6M | +32.0% | -65.8% | +97.7% | +32.1% |
| YTD | +43.3% | -4.5% | +47.8% | +36.8% |
| 1Y | +63.7% | -10.5% | +74.1% | +56.4% |
| All | +63.7% | -22.7% | +86.3% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling