+104.2%
MRK vs STZ
-29.4%
+133.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +1.2% | +14.9% | -13.7% | -1.7% |
| 3M | +13.5% | +8.4% | +5.1% | +11.5% |
| 6M | +34.0% | +2.8% | +31.2% | +32.7% |
| YTD | +42.7% | +7.5% | +35.2% | +39.0% |
| 1Y | +66.6% | +12.5% | +54.0% | +60.3% |
| 3Y | +59.1% | -35.4% | +94.5% | +69.7% |
| All | +104.2% | -29.4% | +133.6% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling