+230.8%
MRK vs STZ
+13.4%
+217.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +0.7% | +2.6% | -1.9% | +0.1% |
| 30D | +0.3% | +15.2% | -14.9% | -2.8% |
| 3M | +9.7% | +7.6% | +2.0% | +7.7% |
| 6M | +32.0% | +5.3% | +26.7% | +29.9% |
| YTD | +43.3% | +8.6% | +34.6% | +39.2% |
| 1Y | +63.7% | +15.6% | +48.1% | +56.6% |
| 3Y | +58.0% | -35.2% | +93.2% | +70.0% |
| 5Y | +105.0% | -29.1% | +134.1% | +114.1% |
| All | +230.8% | +13.4% | +217.4% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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