+602.4%
MRK vs XPO
+10,152.6%
-9,550.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.2% |
| 7D | -0.9% | +2.7% | -3.6% | -1.1% |
| 30D | +15.5% | -6.2% | +21.6% | +15.8% |
| 3M | +25.1% | -15.4% | +40.5% | +26.2% |
| 6M | +30.1% | +0.7% | +29.3% | +29.8% |
| YTD | +43.1% | +39.8% | +3.3% | +40.0% |
| 1Y | +82.5% | +43.3% | +39.1% | +78.0% |
| 3Y | +49.3% | +166.0% | -116.7% | +39.4% |
| 5Y | +130.3% | +274.2% | -143.9% | +108.3% |
| 10Y | +234.3% | +1,429.0% | -1,194.7% | +175.5% |
| All | +602.4% | +10,152.6% | -9,550.2% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling