+230.8%
MRK vs STT
+198.3%
+32.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.7% | +4.8% | -4.1% | -0.1% |
| 30D | +0.3% | +3.9% | -3.7% | -0.5% |
| 3M | +9.7% | -8.2% | +17.8% | +11.1% |
| 6M | +32.0% | +15.6% | +16.3% | +28.0% |
| YTD | +43.3% | +37.6% | +5.6% | +34.1% |
| 1Y | +63.7% | +50.1% | +13.5% | +50.6% |
| 3Y | +58.0% | +183.1% | -125.0% | +27.4% |
| 5Y | +105.0% | +104.8% | +0.1% | +72.2% |
| All | +230.8% | +198.3% | +32.5% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling