+226.2%
MRK vs XLC
+137.2%
+88.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +0.7% | +3.7% | -3.0% | -0.4% |
| 30D | +0.3% | -1.9% | +2.2% | +0.8% |
| 3M | +9.7% | -3.1% | +12.8% | +10.6% |
| 6M | +32.0% | -6.4% | +38.3% | +34.2% |
| YTD | +43.3% | -6.8% | +50.1% | +45.8% |
| 1Y | +63.7% | -1.7% | +65.4% | +63.8% |
| 3Y | +58.0% | +64.7% | -6.7% | +32.6% |
| 5Y | +105.0% | +41.1% | +63.9% | +83.5% |
| All | +226.2% | +137.2% | +88.9% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling