+84.6%
MRK vs XRT
+18.0%
+66.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.6% | +1.9% |
| 7D | +6.7% | +8.0% | -1.4% | +3.8% |
| 30D | +7.8% | +13.0% | -5.3% | +3.1% |
| 3M | +18.2% | +1.7% | +16.5% | +17.0% |
| 6M | +34.7% | +12.6% | +22.1% | +28.8% |
| YTD | +45.8% | +10.7% | +35.1% | +40.0% |
| 1Y | +84.6% | +18.4% | +66.2% | +71.6% |
| All | +84.6% | +18.0% | +66.6% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling