+130.3%
MRK vs XLC
+37.9%
+92.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.0% | -1.7% | -3.4% | -4.8% |
| 30D | +11.0% | +0.2% | +10.8% | +10.9% |
| 3M | +22.4% | +0.7% | +21.7% | +22.2% |
| 6M | +25.4% | -4.5% | +29.9% | +26.2% |
| YTD | +39.5% | -4.7% | +44.2% | +40.3% |
| 1Y | +78.0% | -1.5% | +79.5% | +78.1% |
| 3Y | +45.5% | +72.2% | -26.7% | +35.1% |
| 5Y | +130.3% | +39.3% | +91.0% | +123.7% |
| All | +130.3% | +37.9% | +92.4% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling