+229.6%
MRK vs SW
+183.3%
+46.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.3% | +1.8% | -1.6% | +0.2% |
| 30D | +2.2% | +7.0% | -4.9% | +1.8% |
| 3M | +16.4% | -7.6% | +24.0% | +16.9% |
| 6M | +35.3% | +8.5% | +26.8% | +34.5% |
| YTD | +44.2% | +17.7% | +26.6% | +42.6% |
| 1Y | +77.5% | +27.1% | +50.4% | +74.8% |
| 3Y | +59.2% | +48.2% | +11.0% | +55.4% |
| 5Y | +109.6% | -2.3% | +111.9% | +106.1% |
| 10Y | +229.6% | +183.3% | +46.3% | +198.4% |
| All | +229.6% | +183.3% | +46.3% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling