+84.6%
MRK vs XLC
-5.6%
+90.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.5% | +3.4% |
| 7D | +6.7% | +1.8% | +4.9% | +6.4% |
| 30D | +7.8% | -6.0% | +13.7% | +8.7% |
| 3M | +18.2% | -6.0% | +24.2% | +19.1% |
| 6M | +34.7% | -9.1% | +43.7% | +37.9% |
| YTD | +45.8% | -10.0% | +55.8% | +50.6% |
| 1Y | +84.6% | -5.8% | +90.4% | +81.6% |
| All | +84.6% | -5.6% | +90.1% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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