+4,542.6%
GLW vs MRK
+3,881.6%
+660.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | +3.8% | +1.3% | +2.4% | +3.3% |
| 30D | -1.3% | +17.1% | -18.5% | -6.7% |
| 3M | -21.8% | +25.9% | -47.7% | -28.1% |
| 6M | +6.9% | +26.8% | -19.9% | -2.0% |
| YTD | +77.2% | +44.9% | +32.2% | +55.6% |
| 1Y | +123.2% | +84.8% | +38.4% | +80.5% |
| 3Y | +400.0% | +50.1% | +349.9% | +324.0% |
| 5Y | +342.8% | +127.4% | +215.4% | +221.0% |
| 10Y | +771.4% | +240.0% | +531.4% | +455.8% |
| All | +4,542.6% | +3,881.6% | +660.9% | +831.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling