+74.2%
XLF vs MRK
+44.4%
+29.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -1.5% | -4.3% | +2.8% | -1.0% |
| 30D | -1.2% | +8.3% | -9.4% | -2.2% |
| 3M | +9.2% | +20.0% | -10.9% | +6.5% |
| 6M | +16.3% | +25.7% | -9.3% | +12.7% |
| YTD | +5.4% | +38.7% | -33.3% | +0.5% |
| 1Y | +7.6% | +74.7% | -67.1% | -0.9% |
| 3Y | +74.2% | +45.4% | +28.8% | +60.5% |
| All | +74.2% | +44.4% | +29.8% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling