+297.1%
MRK vs XYZ
+608.9%
-311.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.6% |
| 7D | -2.7% | -3.7% | +1.0% | -2.5% |
| 30D | +12.7% | +0.5% | +12.2% | +12.6% |
| 3M | +24.2% | +16.3% | +8.0% | +23.1% |
| 6M | +27.8% | +21.1% | +6.7% | +26.2% |
| YTD | +42.2% | +22.0% | +20.2% | +40.0% |
| 1Y | +80.2% | +5.2% | +75.0% | +78.7% |
| 3Y | +48.4% | +49.6% | -1.2% | +41.6% |
| 5Y | +133.6% | -68.4% | +202.0% | +141.1% |
| 10Y | +236.2% | +604.5% | -368.3% | +178.7% |
| All | +297.1% | +608.9% | -311.9% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling