+58.0%
MRK vs HWM
+348.7%
-290.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +0.7% | +7.3% | -6.6% | +0.7% |
| 30D | +0.3% | +1.6% | -1.3% | +0.2% |
| 3M | +9.7% | -21.9% | +31.5% | +9.7% |
| 6M | +32.0% | -19.0% | +51.0% | +31.9% |
| YTD | +43.3% | +7.9% | +35.3% | +43.6% |
| 1Y | +63.7% | +9.9% | +53.7% | +64.1% |
| 3Y | +58.0% | +342.1% | -284.1% | +72.1% |
| All | +58.0% | +348.7% | -290.7% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling