+3,739.1%
MRK vs SYY
+4,545.1%
-805.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.7% | -2.7% | +15.4% | +13.6% |
| 3M | +24.2% | +5.9% | +18.4% | +22.1% |
| 6M | +27.8% | -2.3% | +30.1% | +28.0% |
| YTD | +42.2% | +13.1% | +29.1% | +35.9% |
| 1Y | +80.2% | +3.8% | +76.4% | +76.7% |
| 3Y | +48.4% | +26.7% | +21.7% | +35.8% |
| 5Y | +133.6% | +19.4% | +114.2% | +113.7% |
| 10Y | +236.2% | +112.0% | +124.3% | +130.2% |
| All | +3,739.1% | +4,545.1% | -805.9% | +740.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling