+224.4%
MRK vs BWA
+156.8%
+67.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -4.3% | -1.3% | -2.9% | -4.1% |
| 30D | +8.3% | -2.9% | +11.2% | +8.6% |
| 3M | +20.0% | -10.7% | +30.8% | +21.6% |
| 6M | +25.7% | +26.5% | -0.8% | +21.2% |
| YTD | +38.7% | +49.1% | -10.4% | +30.4% |
| 1Y | +74.7% | +52.1% | +22.6% | +63.6% |
| 3Y | +45.4% | +72.6% | -27.2% | +32.3% |
| 5Y | +129.0% | +89.4% | +39.6% | +102.3% |
| All | +224.4% | +156.8% | +67.6% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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