+54.3%
MRK vs SW
+40.4%
+14.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | +0.4% | +4.7% | -4.2% | -0.1% |
| 30D | +3.5% | +5.0% | -1.5% | +2.9% |
| 3M | +15.2% | -7.3% | +22.5% | +16.1% |
| 6M | +31.6% | +15.0% | +16.6% | +29.2% |
| YTD | +42.5% | +18.5% | +24.0% | +39.1% |
| 1Y | +79.2% | +27.1% | +52.1% | +73.7% |
| All | +54.3% | +40.4% | +14.0% | +49.0% |
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