+387.0%
MRK vs NWSA
+121.6%
+265.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.7% | -3.4% | +0.7% | -2.1% |
| 30D | +12.7% | +3.9% | +8.8% | +11.9% |
| 3M | +24.2% | +8.9% | +15.4% | +22.2% |
| 6M | +27.8% | +21.2% | +6.7% | +23.3% |
| YTD | +42.2% | +13.8% | +28.4% | +38.3% |
| 1Y | +80.2% | +1.4% | +78.8% | +78.6% |
| 3Y | +48.4% | +44.0% | +4.4% | +36.5% |
| 5Y | +133.6% | +40.5% | +93.1% | +111.4% |
| 10Y | +236.2% | +149.2% | +87.0% | +145.3% |
| All | +387.0% | +121.6% | +265.4% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling