+227.7%
XLE vs MRK
+129.3%
+98.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +8.5% | +12.7% | -4.2% | +6.4% |
| 3M | +14.6% | +24.2% | -9.6% | +10.5% |
| 6M | +17.6% | +27.8% | -10.3% | +12.6% |
| YTD | +48.1% | +42.2% | +5.9% | +39.1% |
| 1Y | +53.8% | +80.2% | -26.4% | +38.1% |
| 3Y | +56.2% | +48.4% | +7.8% | +42.0% |
| 5Y | +227.7% | +133.6% | +94.1% | +157.6% |
| All | +227.7% | +129.3% | +98.4% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling