+453.6%
MRK vs XLP
+568.6%
-115.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +1.0% |
| 7D | -1.9% | +0.7% | -2.6% | -2.5% |
| 30D | +2.8% | +10.3% | -7.5% | -6.3% |
| 3M | +15.0% | +6.5% | +8.4% | +8.2% |
| 6M | +30.9% | +8.4% | +22.5% | +21.0% |
| YTD | +42.3% | +18.2% | +24.1% | +21.2% |
| 1Y | +76.1% | +22.4% | +53.7% | +45.2% |
| 3Y | +54.1% | +41.9% | +12.2% | +10.2% |
| 5Y | +109.5% | +40.9% | +68.6% | +48.1% |
| 10Y | +254.8% | +128.4% | +126.4% | +50.5% |
| All | +453.6% | +568.6% | -115.0% | -22.9% |
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