+60.0%
MRK vs STRL
+340.9%
-280.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.3% | -19.8% | +22.2% | +2.0% |
| 30D | +1.7% | -43.6% | +45.2% | +1.1% |
| 3M | +13.8% | -45.2% | +59.0% | +13.1% |
| 6M | +34.7% | -65.7% | +100.4% | +33.9% |
| YTD | +43.6% | -5.4% | +49.0% | +42.6% |
| 1Y | +75.7% | -24.7% | +100.4% | +74.0% |
| 3Y | +60.0% | +335.0% | -275.0% | +52.0% |
| All | +60.0% | +340.9% | -280.9% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling