+224.4%
MRK vs GWRE
+131.0%
+93.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.3% | -13.2% | +9.0% | -3.2% |
| 30D | +8.3% | -18.6% | +26.9% | +9.7% |
| 3M | +20.0% | +18.9% | +1.1% | +17.7% |
| 6M | +25.7% | -11.0% | +36.6% | +25.5% |
| YTD | +38.7% | -29.9% | +68.6% | +41.6% |
| 1Y | +74.7% | -44.3% | +119.0% | +82.5% |
| 3Y | +45.4% | +51.7% | -6.3% | +32.7% |
| 5Y | +129.0% | +15.4% | +113.6% | +118.0% |
| All | +224.4% | +131.0% | +93.4% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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