+9.1%
XLF vs MRK
+84.5%
-75.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | +0.2% | +17.1% | -17.0% | -1.0% |
| 3M | +11.7% | +25.9% | -14.2% | +9.6% |
| 6M | +13.8% | +26.8% | -13.0% | +11.4% |
| YTD | +7.0% | +44.9% | -37.9% | +3.1% |
| 1Y | +9.1% | +84.8% | -75.7% | +4.1% |
| All | +9.1% | +84.5% | -75.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling