+412.9%
XLF vs MRK
+461.4%
-48.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.0% | -2.7% | +1.7% | +0.1% |
| 30D | -1.3% | +12.7% | -14.0% | -6.7% |
| 3M | +9.1% | +24.2% | -15.1% | -1.3% |
| 6M | +14.4% | +27.8% | -13.5% | +1.7% |
| YTD | +5.1% | +42.2% | -37.1% | -11.0% |
| 1Y | +8.6% | +80.2% | -71.6% | -17.6% |
| 3Y | +74.4% | +48.4% | +26.1% | +40.0% |
| 5Y | +64.4% | +133.6% | -69.2% | +4.7% |
| 10Y | +251.6% | +236.2% | +15.4% | +87.3% |
| All | +412.9% | +461.4% | -48.5% | +79.2% |
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