+258.4%
MRK vs HWM
+1,494.1%
-1,235.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | +1.3% | -2.1% | +3.4% | +1.5% |
| 30D | +17.1% | -11.0% | +28.1% | +18.4% |
| 3M | +25.9% | +4.0% | +21.9% | +25.1% |
| 6M | +26.8% | -0.2% | +27.0% | +26.4% |
| YTD | +44.9% | +26.7% | +18.3% | +40.9% |
| 1Y | +84.8% | +44.7% | +40.1% | +77.3% |
| 3Y | +50.1% | +426.1% | -376.0% | +22.9% |
| 5Y | +127.4% | +738.5% | -611.1% | +74.0% |
| All | +258.4% | +1,494.1% | -1,235.7% | +136.2% |
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