+103.9%
MRK vs XRT
-4.1%
+108.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +3.5% | +7.5% | -4.0% | +2.5% |
| 3M | +11.2% | +2.3% | +8.9% | +10.8% |
| 6M | +32.5% | +12.8% | +19.7% | +30.4% |
| YTD | +42.5% | +7.1% | +35.4% | +41.1% |
| 1Y | +65.4% | +12.3% | +53.1% | +62.9% |
| 3Y | +58.8% | +57.0% | +1.8% | +51.6% |
| 5Y | +103.9% | -4.3% | +108.2% | +101.0% |
| All | +103.9% | -4.1% | +108.0% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling