+104.1%
MRK vs STT
+109.1%
-5.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -2.1% | +0.4% | -2.6% | -2.2% |
| 30D | +1.2% | -0.4% | +1.6% | +1.2% |
| 3M | +13.5% | -6.5% | +20.0% | +14.2% |
| 6M | +34.0% | +17.2% | +16.8% | +31.2% |
| YTD | +42.7% | +38.2% | +4.5% | +36.7% |
| 1Y | +66.6% | +49.3% | +17.3% | +58.1% |
| 3Y | +59.1% | +181.9% | -122.9% | +39.8% |
| 5Y | +104.1% | +106.9% | -2.8% | +79.7% |
| All | +104.1% | +109.1% | -5.0% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling