+254.4%
MRK vs HWM
+1,258.6%
-1,004.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +0.7% | +7.3% | -6.6% | 0.0% |
| 30D | +0.3% | +1.6% | -1.3% | -0.1% |
| 3M | +9.7% | -21.9% | +31.5% | +12.0% |
| 6M | +32.0% | -19.0% | +51.0% | +34.1% |
| YTD | +43.3% | +7.9% | +35.3% | +41.2% |
| 1Y | +63.7% | +9.9% | +53.7% | +61.0% |
| 3Y | +58.0% | +342.1% | -284.1% | +31.4% |
| 5Y | +105.0% | +600.8% | -495.8% | +59.6% |
| 10Y | +228.6% | +1,493.8% | -1,265.2% | +119.6% |
| All | +254.4% | +1,258.6% | -1,004.3% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling