+45.4%
MRK vs SYY
+29.1%
+16.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.3% | +3.9% | -8.2% | -5.3% |
| 30D | +8.3% | -1.7% | +10.0% | +8.8% |
| 3M | +20.0% | +5.2% | +14.9% | +18.3% |
| 6M | +25.7% | -0.2% | +25.9% | +25.1% |
| YTD | +38.7% | +15.4% | +23.4% | +32.1% |
| 1Y | +74.7% | +5.6% | +69.1% | +70.8% |
| 3Y | +45.4% | +28.9% | +16.5% | +38.3% |
| All | +45.4% | +29.1% | +16.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling