+463.3%
GLW vs MRK
+51.4%
+411.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.2% | +8.8% | +7.7% |
| 7D | +14.0% | -0.9% | +14.9% | +14.1% |
| 30D | +0.4% | +15.5% | -15.1% | -1.4% |
| 3M | -11.3% | +25.1% | -36.4% | -14.1% |
| 6M | +35.1% | +30.1% | +5.0% | +30.0% |
| YTD | +90.5% | +43.1% | +47.4% | +81.2% |
| 1Y | +132.0% | +82.5% | +49.6% | +113.0% |
| 3Y | +463.3% | +49.3% | +414.0% | +427.8% |
| All | +463.3% | +51.4% | +411.9% | +427.8% |
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