+84.8%
MRK vs HWM
+48.6%
+36.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | +1.3% | -2.1% | +3.4% | +1.5% |
| 30D | +17.1% | -11.0% | +28.1% | +18.5% |
| 3M | +25.9% | +4.0% | +21.9% | +23.7% |
| 6M | +26.8% | -0.2% | +27.0% | +25.2% |
| YTD | +44.9% | +26.7% | +18.3% | +36.7% |
| 1Y | +84.8% | +44.7% | +40.1% | +71.4% |
| All | +84.8% | +48.6% | +36.3% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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