+129.9%
MRK vs XEL
+29.8%
+100.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +8.3% | -3.9% | +12.2% | +9.4% |
| 3M | +20.0% | -2.8% | +22.9% | +20.9% |
| 6M | +25.7% | -5.4% | +31.1% | +27.3% |
| YTD | +38.7% | +3.8% | +35.0% | +37.3% |
| 1Y | +74.7% | +6.8% | +67.8% | +71.5% |
| 3Y | +45.4% | +45.6% | -0.2% | +31.4% |
| All | +129.9% | +29.8% | +100.0% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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