+399.3%
MRK vs CDW
+903.1%
-503.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.3% | +3.2% | -1.8% | +0.7% |
| 30D | +17.1% | +9.3% | +7.9% | +15.0% |
| 3M | +25.9% | +9.8% | +16.1% | +23.0% |
| 6M | +26.8% | +23.3% | +3.5% | +19.5% |
| YTD | +44.9% | +13.7% | +31.3% | +38.6% |
| 1Y | +84.8% | -6.5% | +91.3% | +83.8% |
| 3Y | +50.1% | -25.2% | +75.3% | +54.0% |
| 5Y | +127.4% | -19.5% | +146.9% | +125.0% |
| 10Y | +240.0% | +285.8% | -45.9% | +118.4% |
| All | +399.3% | +903.1% | -503.8% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling