+224.4%
MRK vs XLI
+260.4%
-36.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -4.3% | -1.7% | -2.6% | -3.6% |
| 30D | +8.3% | -7.3% | +15.6% | +11.6% |
| 3M | +20.0% | -1.3% | +21.4% | +20.4% |
| 6M | +25.7% | +2.2% | +23.4% | +24.0% |
| YTD | +38.7% | +11.7% | +27.0% | +31.9% |
| 1Y | +74.7% | +14.3% | +60.4% | +64.4% |
| 3Y | +45.4% | +70.3% | -25.0% | +14.4% |
| 5Y | +129.0% | +82.3% | +46.7% | +72.7% |
| All | +224.4% | +260.4% | -36.0% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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