+463.8%
MRK vs XLP
+523.7%
-59.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.6% |
| 7D | +1.3% | -1.0% | +2.4% | +2.3% |
| 30D | +17.1% | -0.9% | +18.0% | +18.1% |
| 3M | +25.9% | +3.8% | +22.1% | +21.3% |
| 6M | +26.8% | -1.7% | +28.6% | +28.5% |
| YTD | +44.9% | +10.3% | +34.7% | +32.0% |
| 1Y | +84.8% | +7.8% | +77.0% | +71.8% |
| 3Y | +50.1% | +27.2% | +22.9% | +18.9% |
| 5Y | +127.4% | +32.5% | +94.9% | +70.1% |
| 10Y | +240.0% | +101.8% | +138.2% | +62.8% |
| All | +463.8% | +523.7% | -59.8% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling