+54.9%
XLE vs MRK
+51.4%
+3.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | +12.6% | +15.5% | -2.8% | +10.8% |
| 3M | +11.8% | +25.1% | -13.3% | +9.0% |
| 6M | +16.1% | +30.1% | -14.0% | +12.4% |
| YTD | +46.9% | +43.1% | +3.8% | +40.3% |
| 1Y | +53.3% | +82.5% | -29.2% | +41.8% |
| 3Y | +54.9% | +49.3% | +5.6% | +42.8% |
| All | +54.9% | +51.4% | +3.5% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling