+135.1%
MRK vs STT
+158.4%
-23.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | +15.5% | +3.9% | +11.6% | +14.9% |
| 3M | +25.1% | +19.2% | +5.9% | +22.3% |
| 6M | +30.1% | +60.4% | -30.3% | +22.4% |
| YTD | +43.1% | +51.5% | -8.4% | +35.5% |
| 1Y | +82.5% | +76.3% | +6.2% | +69.2% |
| 3Y | +49.3% | +200.7% | -151.4% | +29.1% |
| All | +135.1% | +158.4% | -23.3% | +102.8% |
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