+129.9%
MRK vs XLI
+80.9%
+48.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.3% | -1.7% | -2.6% | -3.8% |
| 30D | +8.3% | -7.3% | +15.6% | +10.7% |
| 3M | +20.0% | -1.3% | +21.4% | +20.3% |
| 6M | +25.7% | +2.2% | +23.4% | +24.3% |
| YTD | +38.7% | +11.7% | +27.0% | +33.7% |
| 1Y | +74.7% | +14.3% | +60.4% | +67.2% |
| 3Y | +45.4% | +70.3% | -25.0% | +23.8% |
| All | +129.9% | +80.9% | +48.9% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling