+45.4%
MRK vs GWW
+89.6%
-44.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.3% | -3.4% | -0.9% | -3.7% |
| 30D | +8.3% | -1.9% | +10.2% | +8.6% |
| 3M | +20.0% | -2.4% | +22.4% | +20.4% |
| 6M | +25.7% | +15.7% | +9.9% | +22.0% |
| YTD | +38.7% | +27.6% | +11.1% | +32.6% |
| 1Y | +74.7% | +27.2% | +47.5% | +66.9% |
| 3Y | +45.4% | +89.7% | -44.3% | +30.4% |
| All | +45.4% | +89.6% | -44.3% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling