+58.0%
MRK vs XRT
+58.7%
-0.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | +0.3% | +7.5% | -7.2% | -1.4% |
| 3M | +9.7% | +2.2% | +7.5% | +9.0% |
| 6M | +32.0% | +14.7% | +17.3% | +27.9% |
| YTD | +43.3% | +7.5% | +35.8% | +40.6% |
| 1Y | +63.7% | +14.1% | +49.5% | +58.7% |
| 3Y | +58.0% | +58.8% | -0.8% | +48.4% |
| All | +58.0% | +58.7% | -0.7% | +48.4% |
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