+1,855.5%
MRK vs STZ
+9,621.1%
-7,765.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +1.3% | -1.9% | +3.3% | +1.6% |
| 30D | +17.1% | -1.9% | +19.0% | +17.5% |
| 3M | +25.9% | -6.2% | +32.1% | +27.0% |
| 6M | +26.8% | -14.0% | +40.8% | +29.5% |
| YTD | +44.9% | -5.1% | +50.0% | +45.4% |
| 1Y | +84.8% | -9.6% | +94.4% | +86.7% |
| 3Y | +50.1% | -47.2% | +97.3% | +63.8% |
| 5Y | +127.4% | -33.6% | +161.0% | +138.1% |
| 10Y | +240.0% | -9.8% | +249.7% | +231.3% |
| All | +1,855.5% | +9,621.1% | -7,765.6% | +984.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling