+243.2%
MRK vs HWM
+1,311.7%
-1,068.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -4.3% | -11.4% | +7.2% | -3.1% |
| 30D | +8.3% | -18.5% | +26.8% | +10.3% |
| 3M | +20.0% | -13.2% | +33.2% | +21.4% |
| 6M | +25.7% | -8.7% | +34.3% | +26.3% |
| YTD | +38.7% | +12.2% | +26.6% | +36.5% |
| 1Y | +74.7% | +24.9% | +49.8% | +69.9% |
| 3Y | +45.4% | +383.9% | -338.6% | +19.8% |
| 5Y | +129.0% | +646.1% | -517.1% | +77.1% |
| All | +243.2% | +1,311.7% | -1,068.6% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling