+254.6%
GLW vs MRK
+104.4%
+150.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.5% |
| 7D | +1.4% | -2.1% | +3.5% | +1.7% |
| 30D | -18.2% | +1.2% | -19.4% | -18.3% |
| 3M | -24.2% | +13.5% | -37.7% | -25.5% |
| 6M | -41.7% | +34.0% | -75.7% | -44.5% |
| YTD | +38.3% | +42.7% | -4.4% | +30.7% |
| 1Y | +38.2% | +66.6% | -28.4% | +27.5% |
| 3Y | +363.4% | +59.1% | +304.3% | +323.2% |
| 5Y | +254.6% | +104.1% | +150.4% | +204.7% |
| All | +254.6% | +104.4% | +150.2% | +204.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling