+54.1%
MRK vs SW
+39.0%
+15.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.9% | +2.3% | -4.2% | -2.1% |
| 30D | +2.8% | +6.8% | -4.0% | +1.9% |
| 3M | +15.0% | -5.2% | +20.2% | +15.6% |
| 6M | +30.9% | +7.4% | +23.5% | +29.5% |
| YTD | +42.3% | +17.4% | +24.9% | +39.1% |
| 1Y | +76.1% | +27.1% | +49.0% | +70.7% |
| 3Y | +54.1% | +47.9% | +6.2% | +48.9% |
| All | +54.1% | +39.0% | +15.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling