+215.8%
MRK vs XLC
+145.0%
+70.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | +8.3% | +2.1% | +6.2% | +7.6% |
| 3M | +20.0% | +0.7% | +19.4% | +19.6% |
| 6M | +25.7% | -3.2% | +28.9% | +26.7% |
| YTD | +38.7% | -3.8% | +42.5% | +40.0% |
| 1Y | +74.7% | -2.0% | +76.7% | +75.2% |
| 3Y | +45.4% | +71.4% | -26.0% | +20.5% |
| 5Y | +129.0% | +40.7% | +88.3% | +106.6% |
| All | +215.8% | +145.0% | +70.9% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling