+229.6%
MRK vs XLP
+130.4%
+99.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +2.2% | +8.9% | -6.8% | -4.1% |
| 3M | +16.4% | +7.5% | +8.9% | +10.3% |
| 6M | +35.3% | +9.4% | +25.9% | +26.4% |
| YTD | +44.2% | +19.3% | +25.0% | +26.7% |
| 1Y | +77.5% | +21.7% | +55.7% | +53.6% |
| 3Y | +59.2% | +44.0% | +15.3% | +22.3% |
| 5Y | +109.6% | +42.8% | +66.8% | +60.1% |
| 10Y | +229.6% | +128.8% | +100.9% | +80.5% |
| All | +229.6% | +130.4% | +99.3% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling