+120.4%
XLK vs MRK
+44.4%
+76.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.2% |
| 30D | -0.6% | +8.3% | -8.9% | -0.6% |
| 3M | +2.6% | +20.0% | -17.5% | +2.5% |
| 6M | +34.0% | +25.7% | +8.3% | +33.6% |
| YTD | +30.7% | +38.7% | -8.1% | +29.5% |
| 1Y | +39.2% | +74.7% | -35.5% | +35.7% |
| 3Y | +120.4% | +45.4% | +75.1% | +120.7% |
| All | +120.4% | +44.4% | +76.0% | +120.7% |
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 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