+3,739.1%
MRK vs ITW
+9,371.1%
-5,631.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | +12.7% | -10.4% | +23.1% | +16.8% |
| 3M | +24.2% | +3.5% | +20.7% | +22.6% |
| 6M | +27.8% | -3.4% | +31.2% | +28.9% |
| YTD | +42.2% | +8.5% | +33.7% | +38.0% |
| 1Y | +80.2% | +3.2% | +77.0% | +77.6% |
| 3Y | +48.4% | +18.9% | +29.5% | +38.5% |
| 5Y | +133.6% | +35.0% | +98.6% | +105.0% |
| 10Y | +236.2% | +188.6% | +47.6% | +120.8% |
| All | +3,739.1% | +9,371.1% | -5,631.9% | +765.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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