+844.7%
MRK vs XHB
+167.3%
+677.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +15.5% | -9.1% | +24.5% | +18.5% |
| 3M | +25.1% | -2.3% | +27.4% | +25.6% |
| 6M | +30.1% | -4.1% | +34.2% | +30.9% |
| YTD | +43.1% | -1.7% | +44.8% | +42.9% |
| 1Y | +82.5% | -15.1% | +97.6% | +89.4% |
| 3Y | +49.3% | +26.8% | +22.5% | +36.5% |
| 5Y | +130.3% | +37.3% | +92.9% | +100.8% |
| 10Y | +234.3% | +205.7% | +28.7% | +121.0% |
| All | +844.7% | +167.3% | +677.5% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling