+130.3%
MRK vs HWM
+655.8%
-525.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.7% | +9.5% | -0.8% |
| 7D | -0.9% | -9.2% | +8.2% | -0.6% |
| 30D | +15.5% | -17.9% | +33.3% | +16.3% |
| 3M | +25.1% | -6.0% | +31.2% | +25.1% |
| 6M | +30.1% | -7.4% | +37.4% | +30.1% |
| YTD | +43.1% | +13.1% | +30.0% | +42.2% |
| 1Y | +82.5% | +29.3% | +53.1% | +80.7% |
| 3Y | +49.3% | +389.9% | -340.6% | +36.9% |
| 5Y | +130.3% | +655.5% | -525.3% | +106.6% |
| All | +130.3% | +655.8% | -525.5% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling