+234.3%
MRK vs XLP
+102.6%
+131.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.8% |
| 7D | -0.9% | -1.4% | +0.5% | +0.1% |
| 30D | +15.5% | -1.3% | +16.8% | +16.6% |
| 3M | +25.1% | +1.8% | +23.3% | +23.3% |
| 6M | +30.1% | -0.8% | +30.9% | +30.7% |
| YTD | +43.1% | +9.5% | +33.6% | +33.9% |
| 1Y | +82.5% | +7.2% | +75.3% | +73.4% |
| 3Y | +49.3% | +27.1% | +22.2% | +25.7% |
| 5Y | +130.3% | +32.0% | +98.2% | +86.5% |
| 10Y | +234.3% | +102.9% | +131.4% | +100.5% |
| All | +234.3% | +102.6% | +131.8% | +100.5% |
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