+49.0%
MRK vs XLB
+32.2%
+16.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.2% |
| 7D | -2.7% | -2.9% | +0.2% | -1.5% |
| 30D | +12.7% | -3.4% | +16.1% | +14.3% |
| 3M | +24.2% | +1.6% | +22.6% | +23.3% |
| 6M | +27.8% | +3.6% | +24.2% | +25.5% |
| YTD | +42.2% | +14.2% | +28.0% | +33.7% |
| 1Y | +80.2% | +15.6% | +64.6% | +68.4% |
| All | +49.0% | +32.2% | +16.7% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling