+229.0%
MRK vs CDW
+315.4%
-86.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | 0.0% | +9.1% | -9.1% | -1.5% |
| 30D | +3.5% | +13.7% | -10.2% | +1.0% |
| 3M | +11.2% | +27.0% | -15.8% | +6.0% |
| 6M | +32.5% | +75.9% | -43.4% | +18.0% |
| YTD | +42.5% | +28.9% | +13.6% | +33.1% |
| 1Y | +65.4% | +19.6% | +45.8% | +56.9% |
| 3Y | +58.8% | -14.6% | +73.4% | +58.5% |
| 5Y | +103.9% | -3.2% | +107.0% | +93.8% |
| All | +229.0% | +315.4% | -86.4% | +150.0% |
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