+3,812.0%
MRK vs STT
+7,372.9%
-3,560.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +1.3% | +0.5% | +0.9% | +1.2% |
| 30D | +17.1% | +3.9% | +13.3% | +16.1% |
| 3M | +25.9% | +20.0% | +5.9% | +21.0% |
| 6M | +26.8% | +55.3% | -28.5% | +15.4% |
| YTD | +44.9% | +53.3% | -8.4% | +31.9% |
| 1Y | +84.8% | +74.7% | +10.1% | +63.5% |
| 3Y | +50.1% | +205.8% | -155.7% | +17.0% |
| 5Y | +127.4% | +145.0% | -17.6% | +80.6% |
| 10Y | +240.0% | +266.0% | -26.1% | +135.9% |
| All | +3,812.0% | +7,372.9% | -3,560.9% | +889.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling