+192.9%
XOM vs MRK
+230.6%
-37.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +4.1% | -4.3% | +8.3% | +5.4% |
| 30D | +4.6% | +8.3% | -3.7% | +1.6% |
| 3M | +14.0% | +20.0% | -6.1% | +7.1% |
| 6M | +11.0% | +25.7% | -14.7% | +2.2% |
| YTD | +40.7% | +38.7% | +2.0% | +25.2% |
| 1Y | +52.3% | +74.7% | -22.4% | +24.7% |
| 3Y | +60.5% | +45.4% | +15.1% | +36.4% |
| 5Y | +266.4% | +129.0% | +137.4% | +146.2% |
| All | +192.9% | +230.6% | -37.7% | +71.6% |
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