+226.2%
MRK vs XRT
+125.1%
+101.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -5.0% | -3.6% | -1.4% | -4.4% |
| 30D | +11.0% | -6.7% | +17.7% | +12.4% |
| 3M | +22.4% | -1.4% | +23.8% | +22.6% |
| 6M | +25.4% | +1.7% | +23.7% | +24.9% |
| YTD | +39.5% | -1.5% | +41.0% | +39.7% |
| 1Y | +78.0% | -2.5% | +80.4% | +78.4% |
| 3Y | +45.5% | +39.9% | +5.6% | +35.7% |
| 5Y | +130.3% | -2.6% | +132.9% | +127.2% |
| All | +226.2% | +125.1% | +101.1% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling