+2,376.3%
MRK vs STRL
+19,359.6%
-16,983.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.4% |
| 7D | +1.3% | +3.4% | -2.1% | +1.3% |
| 30D | +17.1% | -9.2% | +26.4% | +17.3% |
| 3M | +25.9% | -51.0% | +76.9% | +27.6% |
| 6M | +26.8% | +15.8% | +11.0% | +25.5% |
| YTD | +44.9% | +58.9% | -14.0% | +42.3% |
| 1Y | +84.8% | +68.5% | +16.3% | +81.0% |
| 3Y | +50.1% | +485.2% | -435.1% | +41.6% |
| 5Y | +127.4% | +2,005.1% | -1,877.7% | +107.4% |
| 10Y | +240.0% | +7,118.0% | -6,878.0% | +198.4% |
| All | +2,376.3% | +19,359.6% | -16,983.3% | +2,085.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling