+439.8%
MRK vs XLY
+1,114.2%
-674.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -4.3% | -1.7% | -2.6% | -3.5% |
| 30D | +8.3% | -4.2% | +12.5% | +10.4% |
| 3M | +20.0% | -2.7% | +22.7% | +21.1% |
| 6M | +25.7% | -0.6% | +26.3% | +25.4% |
| YTD | +38.7% | -5.0% | +43.8% | +41.0% |
| 1Y | +74.7% | -4.1% | +78.8% | +76.4% |
| 3Y | +45.4% | +33.6% | +11.8% | +23.4% |
| 5Y | +129.0% | +28.7% | +100.3% | +88.9% |
| 10Y | +228.0% | +219.6% | +8.4% | +62.5% |
| All | +439.8% | +1,114.2% | -674.4% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling