+133.6%
MRK vs STRL
+2,102.6%
-1,969.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -2.7% | +8.2% | -10.9% | -2.8% |
| 30D | +12.7% | -6.3% | +19.0% | +12.7% |
| 3M | +24.2% | -41.2% | +65.4% | +25.0% |
| 6M | +27.8% | +20.4% | +7.5% | +26.0% |
| YTD | +42.2% | +61.7% | -19.5% | +39.5% |
| 1Y | +80.2% | +72.7% | +7.5% | +75.9% |
| 3Y | +48.4% | +530.9% | -482.5% | +34.5% |
| 5Y | +133.6% | +2,125.4% | -1,991.8% | +84.3% |
| All | +133.6% | +2,102.6% | -1,969.0% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling