+131.3%
MRK vs SW
-2.3%
+133.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +1.3% | -5.1% | +6.4% | +1.6% |
| 30D | +17.1% | -4.6% | +21.7% | +17.4% |
| 3M | +25.9% | +9.4% | +16.5% | +25.3% |
| 6M | +26.8% | +3.5% | +23.3% | +26.3% |
| YTD | +44.9% | +22.0% | +22.9% | +43.4% |
| 1Y | +84.8% | +2.2% | +82.6% | +83.6% |
| 3Y | +50.1% | +19.6% | +30.5% | +48.5% |
| All | +131.3% | -2.3% | +133.6% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling