+1,972.8%
STX vs MRK
+228.4%
+1,744.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.2% |
| 7D | +14.6% | +0.7% | +13.9% | +14.4% |
| 30D | -26.0% | +0.3% | -26.2% | -26.0% |
| 3M | -42.6% | +9.7% | -52.3% | -44.2% |
| 6M | -35.3% | +32.0% | -67.2% | -40.6% |
| YTD | +92.5% | +43.3% | +49.2% | +72.1% |
| 1Y | +102.4% | +63.7% | +38.7% | +73.5% |
| 3Y | +673.8% | +58.0% | +615.8% | +552.8% |
| 5Y | +463.1% | +105.0% | +358.1% | +315.8% |
| All | +1,972.8% | +228.4% | +1,744.5% | +1,122.1% |
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