+118.3%
MRK vs RDW
-0.7%
+119.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.6% |
| 7D | -4.3% | +0.9% | -5.1% | -4.2% |
| 30D | +8.3% | -21.3% | +29.6% | +8.1% |
| 3M | +20.0% | -37.9% | +57.9% | +19.9% |
| 6M | +25.7% | +12.3% | +13.4% | +26.4% |
| YTD | +38.7% | +39.7% | -1.0% | +39.9% |
| 1Y | +74.7% | +25.7% | +49.0% | +76.2% |
| 3Y | +45.4% | +230.8% | -185.5% | +48.4% |
| 5Y | +129.0% | -8.8% | +137.8% | +130.8% |
| All | +118.3% | -0.7% | +119.0% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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