+3,665.8%
MRK vs SU
+61,690.9%
-58,025.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | +1.7% | -6.7% | -5.0% |
| 30D | +11.0% | +9.6% | +1.3% | +11.0% |
| 3M | +22.4% | +11.7% | +10.7% | +22.4% |
| 6M | +25.4% | +21.9% | +3.5% | +25.4% |
| YTD | +39.5% | +58.6% | -19.1% | +39.5% |
| 1Y | +78.0% | +66.5% | +11.4% | +77.9% |
| 3Y | +45.5% | +121.4% | -75.9% | +45.5% |
| 5Y | +130.3% | +355.7% | -225.4% | +130.2% |
| 10Y | +229.8% | +264.2% | -34.4% | +229.6% |
| All | +3,665.8% | +61,690.9% | -58,025.1% | +3,726.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling