+46.1%
MRK vs XLI
+68.2%
-22.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.0% | -2.3% | -2.7% | -4.3% |
| 30D | +11.0% | -8.2% | +19.1% | +14.0% |
| 3M | +22.4% | +0.8% | +21.6% | +21.5% |
| 6M | +25.4% | +0.8% | +24.6% | +24.3% |
| YTD | +39.5% | +10.5% | +29.0% | +34.2% |
| 1Y | +78.0% | +14.1% | +63.8% | +69.4% |
| All | +46.1% | +68.2% | -22.0% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling