+1,024.7%
XLE vs MRK
+472.1%
+552.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.4% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +11.8% | +17.1% | -5.4% | +5.1% |
| 3M | +9.8% | +25.9% | -16.1% | +0.4% |
| 6M | +15.6% | +26.8% | -11.2% | +4.8% |
| YTD | +45.3% | +44.9% | +0.3% | +25.2% |
| 1Y | +48.3% | +84.8% | -36.5% | +16.1% |
| 3Y | +55.4% | +50.1% | +5.3% | +28.3% |
| 5Y | +216.1% | +127.4% | +88.7% | +117.9% |
| 10Y | +178.4% | +240.0% | -61.6% | +64.0% |
| All | +1,024.7% | +472.1% | +552.7% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling