-37.6%
SMCI vs MRK
+87.2%
-124.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.9% | -9.6% | -5.9% |
| 7D | -17.3% | +6.7% | -24.0% | -17.7% |
| 30D | -31.5% | +7.8% | -39.2% | -31.8% |
| 3M | -6.6% | +18.2% | -24.8% | -6.7% |
| 6M | +6.0% | +34.7% | -28.7% | +5.1% |
| YTD | +1.1% | +45.8% | -44.7% | +1.9% |
| 1Y | -37.6% | +84.6% | -122.1% | -38.5% |
| All | -37.6% | +87.2% | -124.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling