+226.2%
MRK vs STZ
-10.3%
+236.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.3% |
| 7D | -5.0% | -4.1% | -0.9% | -4.2% |
| 30D | +11.0% | -7.6% | +18.5% | +12.7% |
| 3M | +22.4% | -12.3% | +34.7% | +25.5% |
| 6M | +25.4% | -16.3% | +41.7% | +29.5% |
| YTD | +39.5% | -8.4% | +47.8% | +40.8% |
| 1Y | +78.0% | -10.8% | +88.8% | +80.5% |
| 3Y | +45.5% | -49.0% | +94.5% | +64.4% |
| 5Y | +130.3% | -36.5% | +166.7% | +146.0% |
| All | +226.2% | -10.3% | +236.5% | +216.2% |
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