+224.4%
MRK vs CDW
+300.6%
-76.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -1.9% |
| 7D | -4.3% | +0.9% | -5.2% | -4.5% |
| 30D | +8.3% | +13.1% | -4.8% | +5.8% |
| 3M | +20.0% | +19.7% | +0.4% | +15.6% |
| 6M | +25.7% | +30.7% | -5.1% | +17.5% |
| YTD | +38.7% | +14.7% | +24.0% | +32.8% |
| 1Y | +74.7% | -5.3% | +80.0% | +73.5% |
| 3Y | +45.4% | -23.8% | +69.2% | +48.4% |
| 5Y | +129.0% | -16.8% | +145.8% | +124.9% |
| All | +224.4% | +300.6% | -76.2% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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