+49.9%
MRK vs STZ
-50.2%
+100.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.1% |
| 7D | -0.9% | -7.4% | +6.5% | +0.6% |
| 30D | +15.5% | -10.9% | +26.3% | +18.1% |
| 3M | +25.1% | -13.4% | +38.5% | +28.5% |
| 6M | +30.1% | -16.2% | +46.3% | +33.9% |
| YTD | +43.1% | -10.4% | +53.6% | +44.5% |
| 1Y | +82.5% | -14.8% | +97.2% | +85.9% |
| All | +49.9% | -50.2% | +100.1% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling