+248.8%
XLF vs MRK
+230.6%
+18.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | -4.3% | +2.8% | 0.0% |
| 30D | -1.2% | +8.3% | -9.4% | -4.2% |
| 3M | +9.2% | +20.0% | -10.9% | +1.8% |
| 6M | +16.3% | +25.7% | -9.3% | +6.4% |
| YTD | +5.4% | +38.7% | -33.3% | -7.4% |
| 1Y | +7.6% | +74.7% | -67.1% | -13.8% |
| 3Y | +74.2% | +45.4% | +28.8% | +45.7% |
| 5Y | +66.1% | +129.0% | -62.9% | +7.0% |
| All | +248.8% | +230.6% | +18.2% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling