+1,019.2%
XLE vs MRK
+463.4%
+555.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | -4.0% | +1.2% | -5.2% | -4.6% |
| 3M | +4.6% | +13.5% | -8.9% | -1.0% |
| 6M | +12.3% | +34.0% | -21.7% | -0.3% |
| YTD | +44.5% | +42.7% | +1.8% | +24.7% |
| 1Y | +42.4% | +66.6% | -24.2% | +15.8% |
| 3Y | +67.0% | +59.1% | +8.0% | +34.4% |
| 5Y | +161.9% | +104.1% | +57.8% | +88.7% |
| 10Y | +173.9% | +227.3% | -53.5% | +63.1% |
| All | +1,019.2% | +463.4% | +555.8% | +367.8% |
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 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