+84.6%
MRK vs HWM
+5.4%
+79.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +4.3% |
| 7D | +6.7% | +9.4% | -2.7% | +5.4% |
| 30D | +7.8% | -7.0% | +14.7% | +8.6% |
| 3M | +18.2% | -25.9% | +44.0% | +22.2% |
| 6M | +34.7% | -10.8% | +45.5% | +32.9% |
| YTD | +45.8% | +4.3% | +41.5% | +37.6% |
| 1Y | +84.6% | +4.4% | +80.2% | +76.7% |
| All | +84.6% | +5.4% | +79.2% | +76.7% |
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