+84.6%
MRK vs GWW
+55.5%
+29.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.6% | +2.5% |
| 7D | +6.7% | +11.1% | -4.4% | +4.3% |
| 30D | +7.8% | +15.7% | -8.0% | +4.5% |
| 3M | +18.2% | +14.8% | +3.4% | +14.7% |
| 6M | +34.7% | +30.9% | +3.8% | +25.6% |
| YTD | +45.8% | +48.5% | -2.7% | +30.7% |
| 1Y | +84.6% | +57.1% | +27.5% | +65.5% |
| All | +84.6% | +55.5% | +29.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling