+3,343.4%
STX vs MRK
+230.6%
+3,112.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -2.3% | -4.3% | +2.0% | -1.3% |
| 30D | -5.5% | +8.3% | -13.8% | -7.7% |
| 3M | -4.3% | +20.0% | -24.3% | -9.7% |
| 6M | +115.6% | +25.7% | +89.9% | +100.3% |
| YTD | +202.2% | +38.7% | +163.5% | +172.3% |
| 1Y | +325.3% | +74.7% | +250.6% | +255.6% |
| 3Y | +1,283.9% | +45.4% | +1,238.6% | +1,096.7% |
| 5Y | +1,048.3% | +129.0% | +919.3% | +689.5% |
| All | +3,343.4% | +230.6% | +3,112.8% | +1,965.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling