+226.2%
MRK vs STT
+267.9%
-41.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | +11.0% | +2.2% | +8.8% | +10.4% |
| 3M | +22.4% | +18.8% | +3.6% | +18.2% |
| 6M | +25.4% | +57.9% | -32.5% | +14.5% |
| YTD | +39.5% | +51.0% | -11.5% | +28.3% |
| 1Y | +78.0% | +77.1% | +0.8% | +58.4% |
| 3Y | +45.5% | +199.8% | -154.3% | +15.6% |
| 5Y | +130.3% | +156.0% | -25.7% | +83.7% |
| All | +226.2% | +267.9% | -41.7% | +111.3% |
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