+176.9%
XLE vs MRK
+232.4%
-55.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | +0.5% | -5.0% | +5.5% | +2.2% |
| 30D | +6.6% | +11.0% | -4.4% | +2.4% |
| 3M | +12.3% | +22.4% | -10.1% | +4.1% |
| 6M | +18.4% | +25.4% | -7.0% | +8.2% |
| YTD | +47.2% | +39.5% | +7.7% | +29.2% |
| 1Y | +50.3% | +78.0% | -27.7% | +19.6% |
| 3Y | +55.3% | +45.5% | +9.8% | +29.7% |
| 5Y | +226.0% | +130.3% | +95.7% | +108.2% |
| All | +176.9% | +232.4% | -55.5% | +57.8% |
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