+224.4%
MRK vs XLY
+220.9%
+3.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -4.3% | -1.7% | -2.6% | -3.8% |
| 30D | +8.3% | -4.2% | +12.5% | +9.6% |
| 3M | +20.0% | -2.7% | +22.7% | +20.7% |
| 6M | +25.7% | -0.6% | +26.3% | +25.6% |
| YTD | +38.7% | -5.0% | +43.8% | +40.2% |
| 1Y | +74.7% | -4.1% | +78.8% | +75.9% |
| 3Y | +45.4% | +33.6% | +11.8% | +31.3% |
| 5Y | +129.0% | +28.7% | +100.3% | +105.1% |
| All | +224.4% | +220.9% | +3.5% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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