+74.7%
MRK vs XLB
+14.5%
+60.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -4.3% | -2.8% | -1.4% | -3.0% |
| 30D | +8.3% | -3.1% | +11.4% | +9.9% |
| 3M | +20.0% | -0.2% | +20.2% | +20.1% |
| 6M | +25.7% | +3.1% | +22.6% | +23.4% |
| YTD | +38.7% | +13.3% | +25.5% | +28.1% |
| 1Y | +74.7% | +12.0% | +62.6% | +58.8% |
| All | +74.7% | +14.5% | +60.2% | +58.8% |
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