+15.6%
XLE vs MRK
+27.7%
-12.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.9% |
| 7D | +2.2% | +1.3% | +0.9% | +2.2% |
| 30D | +11.8% | +17.1% | -5.4% | +12.0% |
| 3M | +9.8% | +25.9% | -16.1% | +10.3% |
| 6M | +15.6% | +26.8% | -11.2% | +16.0% |
| All | +15.6% | +27.7% | -12.1% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling