+456.8%
MRK vs XLI
+1,115.6%
-658.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | +15.5% | -5.8% | +21.3% | +18.9% |
| 3M | +25.1% | +0.7% | +24.4% | +24.2% |
| 6M | +30.1% | +3.2% | +26.9% | +27.4% |
| YTD | +43.1% | +13.0% | +30.1% | +33.6% |
| 1Y | +82.5% | +16.8% | +65.7% | +67.5% |
| 3Y | +49.3% | +72.4% | -23.1% | +10.5% |
| 5Y | +130.3% | +82.8% | +47.5% | +62.4% |
| 10Y | +234.3% | +252.4% | -18.1% | +57.6% |
| All | +456.8% | +1,115.6% | -658.8% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling