+84.6%
MRK vs XLP
+24.3%
+60.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.4% | +0.6% | +1.4% |
| 7D | +6.7% | +5.9% | +0.8% | +2.2% |
| 30D | +7.8% | +13.5% | -5.7% | -2.4% |
| 3M | +18.2% | +8.4% | +9.8% | +11.0% |
| 6M | +34.7% | +11.5% | +23.1% | +23.1% |
| YTD | +45.8% | +20.6% | +25.2% | +26.5% |
| 1Y | +84.6% | +24.3% | +60.3% | +55.2% |
| All | +84.6% | +24.3% | +60.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling