+46.1%
MRK vs NWSA
+43.0%
+3.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -5.0% | -4.8% | -0.3% | -4.7% |
| 30D | +11.0% | +3.0% | +8.0% | +10.7% |
| 3M | +22.4% | +9.3% | +13.1% | +21.5% |
| 6M | +25.4% | +23.2% | +2.2% | +23.3% |
| YTD | +39.5% | +13.3% | +26.2% | +38.3% |
| 1Y | +78.0% | +2.9% | +75.1% | +77.6% |
| All | +46.1% | +43.0% | +3.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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