+224.4%
MRK vs XHB
+215.4%
+9.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -4.3% | -4.6% | +0.4% | -3.2% |
| 30D | +8.3% | -9.1% | +17.4% | +10.8% |
| 3M | +20.0% | -8.6% | +28.6% | +22.5% |
| 6M | +25.7% | -4.0% | +29.7% | +26.4% |
| YTD | +38.7% | -3.9% | +42.7% | +39.4% |
| 1Y | +74.7% | -16.5% | +91.2% | +81.3% |
| 3Y | +45.4% | +22.6% | +22.8% | +35.7% |
| 5Y | +129.0% | +33.9% | +95.1% | +105.4% |
| All | +224.4% | +215.4% | +9.0% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling