+224.4%
MRK vs SU
+267.2%
-42.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.3% | +2.2% | -6.5% | -4.5% |
| 30D | +8.3% | +8.4% | -0.2% | +7.1% |
| 3M | +20.0% | +12.1% | +8.0% | +18.2% |
| 6M | +25.7% | +19.7% | +6.0% | +22.3% |
| YTD | +38.7% | +58.4% | -19.7% | +30.0% |
| 1Y | +74.7% | +67.2% | +7.4% | +62.5% |
| 3Y | +45.4% | +125.0% | -79.7% | +28.6% |
| 5Y | +129.0% | +355.1% | -226.0% | +79.1% |
| All | +224.4% | +267.2% | -42.8% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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