+49.9%
XLE vs MRK
+87.2%
-37.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.7% | -4.8% |
| 7D | -7.2% | +6.7% | -13.9% | -7.2% |
| 30D | +0.1% | +7.8% | -7.6% | 0.0% |
| 3M | +9.2% | +18.2% | -9.0% | +8.2% |
| 6M | +8.4% | +34.7% | -26.3% | +6.7% |
| YTD | +44.9% | +45.8% | -0.9% | +39.8% |
| 1Y | +49.9% | +84.6% | -34.7% | +41.3% |
| All | +49.9% | +87.2% | -37.3% | +41.3% |
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