+84.8%
MRK vs XLB
+17.4%
+67.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | -1.4% | +2.7% | +2.0% |
| 30D | +17.1% | -0.4% | +17.5% | +17.3% |
| 3M | +25.9% | +2.0% | +23.9% | +24.7% |
| 6M | +26.8% | +1.8% | +25.0% | +25.7% |
| YTD | +44.9% | +16.6% | +28.3% | +32.6% |
| 1Y | +84.8% | +16.9% | +67.9% | +66.5% |
| All | +84.8% | +17.4% | +67.4% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling