+739.5%
MRK vs SW
+730.4%
+9.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | +0.4% | +4.7% | -4.2% | +0.3% |
| 30D | +3.5% | +5.0% | -1.5% | +3.4% |
| 3M | +15.2% | -7.3% | +22.5% | +15.4% |
| 6M | +31.6% | +15.0% | +16.6% | +31.1% |
| YTD | +42.5% | +18.5% | +24.0% | +41.8% |
| 1Y | +79.2% | +27.1% | +52.1% | +78.2% |
| 3Y | +55.8% | +49.3% | +6.4% | +54.5% |
| 5Y | +109.8% | -1.6% | +111.4% | +108.3% |
| 10Y | +255.3% | +185.4% | +69.9% | +250.3% |
| All | +739.5% | +730.4% | +9.1% | +755.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling