+130.3%
MRK vs BWA
+86.5%
+43.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +11.0% | -5.5% | +16.4% | +11.5% |
| 3M | +22.4% | -7.6% | +30.0% | +23.2% |
| 6M | +25.4% | +25.0% | +0.4% | +22.0% |
| YTD | +39.5% | +47.0% | -7.5% | +33.1% |
| 1Y | +78.0% | +54.0% | +24.0% | +68.9% |
| 3Y | +45.5% | +70.7% | -25.1% | +35.3% |
| 5Y | +130.3% | +86.7% | +43.6% | +110.0% |
| All | +130.3% | +86.5% | +43.8% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling