+49.0%
MRK vs XRT
+40.3%
+8.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | +12.7% | -6.9% | +19.6% | +14.4% |
| 3M | +24.2% | -0.4% | +24.7% | +24.3% |
| 6M | +27.8% | +2.2% | +25.6% | +27.0% |
| YTD | +42.2% | -0.7% | +42.9% | +42.2% |
| 1Y | +80.2% | -2.0% | +82.2% | +80.2% |
| All | +49.0% | +40.3% | +8.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling