+84.8%
MRK vs STT
+75.3%
+9.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.3% | +0.5% | +0.9% | +1.3% |
| 30D | +17.1% | +3.9% | +13.3% | +17.0% |
| 3M | +25.9% | +20.0% | +5.9% | +25.3% |
| 6M | +26.8% | +55.3% | -28.5% | +23.9% |
| YTD | +44.9% | +53.3% | -8.4% | +41.9% |
| 1Y | +84.8% | +74.7% | +10.1% | +85.4% |
| All | +84.8% | +75.3% | +9.5% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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