+3,763.3%
MRK vs GWW
+14,103.4%
-10,340.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -0.6% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | +15.5% | +1.1% | +14.4% | +15.1% |
| 3M | +25.1% | -1.0% | +26.1% | +25.2% |
| 6M | +30.1% | +16.3% | +13.8% | +24.8% |
| YTD | +43.1% | +28.5% | +14.6% | +33.6% |
| 1Y | +82.5% | +30.3% | +52.2% | +69.6% |
| 3Y | +49.3% | +91.6% | -42.3% | +24.1% |
| 5Y | +130.3% | +224.0% | -93.7% | +63.5% |
| 10Y | +234.3% | +551.3% | -317.0% | +86.7% |
| All | +3,763.3% | +14,103.4% | -10,340.0% | +680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling