+109.6%
MRK vs SUI
-26.2%
+135.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.3% | +3.0% | -2.7% | -0.3% |
| 30D | +2.2% | +5.6% | -3.4% | +1.0% |
| 3M | +16.4% | +0.9% | +15.5% | +16.1% |
| 6M | +35.3% | -2.6% | +37.9% | +35.8% |
| YTD | +44.2% | -0.1% | +44.3% | +44.0% |
| 1Y | +77.5% | -1.4% | +78.9% | +77.5% |
| 3Y | +59.2% | +19.8% | +39.4% | +54.6% |
| 5Y | +109.6% | -25.8% | +135.3% | +113.1% |
| All | +109.6% | -26.2% | +135.8% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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