+455.3%
MRK vs XLP
+578.7%
-123.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -1.6% |
| 30D | +1.2% | +8.3% | -7.2% | -6.2% |
| 3M | +13.5% | +8.7% | +4.8% | +4.9% |
| 6M | +34.0% | +11.2% | +22.8% | +20.9% |
| YTD | +42.7% | +20.0% | +22.7% | +19.9% |
| 1Y | +66.6% | +21.3% | +45.2% | +38.5% |
| 3Y | +59.1% | +43.8% | +15.2% | +12.3% |
| 5Y | +104.1% | +43.3% | +60.8% | +42.0% |
| 10Y | +227.3% | +136.8% | +90.6% | +34.3% |
| All | +455.3% | +578.7% | -123.5% | -23.8% |
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