+230.8%
MRK vs BBWI
-47.4%
+278.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | +12.9% | -12.6% | -0.4% |
| 3M | +9.7% | +16.0% | -6.3% | +8.5% |
| 6M | +32.0% | +16.6% | +15.3% | +30.3% |
| YTD | +43.3% | +9.7% | +33.5% | +41.5% |
| 1Y | +63.7% | +1.5% | +62.2% | +61.9% |
| 3Y | +58.0% | -21.4% | +79.4% | +56.5% |
| 5Y | +105.0% | -67.6% | +172.5% | +112.3% |
| All | +230.8% | -47.4% | +278.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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