+59.7%
XOM vs MRK
+45.2%
+14.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +1.9% | -5.0% | +6.9% | +2.3% |
| 30D | +4.1% | +11.0% | -6.9% | +3.0% |
| 3M | +10.4% | +22.4% | -12.0% | +8.2% |
| 6M | +13.0% | +25.4% | -12.4% | +10.3% |
| YTD | +40.1% | +39.5% | +0.6% | +35.0% |
| 1Y | +51.1% | +78.0% | -26.8% | +41.8% |
| All | +59.7% | +45.2% | +14.6% | +48.9% |
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