+130.3%
MRK vs XLB
+32.8%
+97.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -5.0% | -3.5% | -1.5% | -3.9% |
| 30D | +11.0% | -4.7% | +15.6% | +12.7% |
| 3M | +22.4% | +2.7% | +19.7% | +21.3% |
| 6M | +25.4% | +2.6% | +22.8% | +24.2% |
| YTD | +39.5% | +12.8% | +26.6% | +33.9% |
| 1Y | +78.0% | +14.0% | +64.0% | +70.2% |
| 3Y | +45.5% | +31.5% | +14.1% | +33.3% |
| 5Y | +130.3% | +33.4% | +96.8% | +107.2% |
| All | +130.3% | +32.8% | +97.5% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling