+84.6%
MRK vs SYY
+8.7%
+75.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.1% | +2.9% |
| 7D | +6.7% | -6.3% | +13.0% | +8.4% |
| 30D | +7.8% | +0.7% | +7.0% | +7.4% |
| 3M | +18.2% | -6.4% | +24.6% | +19.9% |
| 6M | +34.7% | +7.6% | +27.1% | +32.4% |
| YTD | +45.8% | +7.4% | +38.4% | +42.6% |
| 1Y | +84.6% | +8.3% | +76.3% | +79.6% |
| All | +84.6% | +8.7% | +75.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling