+526.0%
GLW vs MRK
+228.4%
+297.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | +7.7% | +0.7% | +7.0% | +7.5% |
| 30D | -18.8% | +0.3% | -19.1% | -19.0% |
| 3M | -27.7% | +9.7% | -37.4% | -30.5% |
| 6M | -44.4% | +32.0% | -76.4% | -50.5% |
| YTD | +31.3% | +43.3% | -12.0% | +13.4% |
| 1Y | +40.0% | +63.7% | -23.6% | +14.8% |
| 3Y | +339.2% | +58.0% | +281.2% | +252.8% |
| 5Y | +229.2% | +105.0% | +124.2% | +124.7% |
| All | +526.0% | +228.4% | +297.6% | +224.3% |
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