+105.4%
MRK vs SW
+2.5%
+102.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +2.3% | +2.2% | +0.2% | +2.2% |
| 30D | +1.7% | +7.4% | -5.8% | +1.3% |
| 3M | +13.8% | -5.9% | +19.7% | +14.1% |
| 6M | +34.7% | +9.0% | +25.7% | +34.0% |
| YTD | +43.6% | +18.1% | +25.4% | +42.3% |
| 1Y | +75.7% | +28.7% | +47.0% | +73.7% |
| 3Y | +60.0% | +48.8% | +11.2% | +59.3% |
| 5Y | +105.4% | +2.5% | +102.9% | +101.5% |
| All | +105.4% | +2.5% | +102.9% | +101.5% |
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