+129.9%
MRK vs XLU
+42.8%
+87.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.3% | -1.6% | -2.7% | -3.7% |
| 30D | +8.3% | -3.3% | +11.6% | +9.5% |
| 3M | +20.0% | -3.2% | +23.2% | +21.4% |
| 6M | +25.7% | -7.0% | +32.6% | +28.8% |
| YTD | +38.7% | +0.6% | +38.1% | +38.5% |
| 1Y | +74.7% | +2.4% | +72.2% | +73.2% |
| 3Y | +45.4% | +46.3% | -0.9% | +27.7% |
| All | +129.9% | +42.8% | +87.1% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 5y: compounded portfolio wealth divided by compounded XLU 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…
5y analysis · Full analysis span regression · 6 months rolling