+224.4%
MRK vs XYZ
+610.4%
-386.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.3% | -4.3% | 0.0% | -4.0% |
| 30D | +8.3% | +1.2% | +7.1% | +8.2% |
| 3M | +20.0% | +14.6% | +5.4% | +19.0% |
| 6M | +25.7% | +22.6% | +3.1% | +23.9% |
| YTD | +38.7% | +21.7% | +17.0% | +36.6% |
| 1Y | +74.7% | +6.7% | +68.0% | +73.0% |
| 3Y | +45.4% | +46.8% | -1.5% | +38.7% |
| 5Y | +129.0% | -68.0% | +197.1% | +137.3% |
| All | +224.4% | +610.4% | -386.0% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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