+3,812.0%
MRK vs BBWI
+1,034.6%
+2,777.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.7% |
| 7D | +1.3% | +1.5% | -0.2% | +1.1% |
| 30D | +17.1% | -5.2% | +22.3% | +17.6% |
| 3M | +25.9% | +11.1% | +14.8% | +23.3% |
| 6M | +26.8% | -13.4% | +40.2% | +27.7% |
| YTD | +44.9% | +0.1% | +44.8% | +42.6% |
| 1Y | +84.8% | -36.1% | +121.0% | +91.7% |
| 3Y | +50.1% | -44.1% | +94.2% | +53.5% |
| 5Y | +127.4% | -66.2% | +193.7% | +141.5% |
| 10Y | +240.0% | -54.8% | +294.7% | +206.9% |
| All | +3,812.0% | +1,034.6% | +2,777.4% | +1,334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling