+224.4%
MRK vs XPO
+1,516.3%
-1,291.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -5.7% | +1.4% | -3.8% |
| 30D | +8.3% | -12.8% | +21.1% | +9.4% |
| 3M | +20.0% | -20.0% | +40.0% | +22.1% |
| 6M | +25.7% | -6.0% | +31.7% | +25.9% |
| YTD | +38.7% | +34.0% | +4.7% | +34.7% |
| 1Y | +74.7% | +35.6% | +39.1% | +69.2% |
| 3Y | +45.4% | +152.3% | -106.9% | +31.5% |
| 5Y | +129.0% | +264.4% | -135.3% | +97.1% |
| All | +224.4% | +1,516.3% | -1,291.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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