+753.8%
MRK vs SW
+755.0%
-1.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +1.3% | -5.1% | +6.4% | +1.5% |
| 30D | +17.1% | -4.6% | +21.7% | +17.3% |
| 3M | +25.9% | +9.4% | +16.5% | +25.6% |
| 6M | +26.8% | +3.5% | +23.3% | +26.6% |
| YTD | +44.9% | +22.0% | +22.9% | +44.2% |
| 1Y | +84.8% | +2.2% | +82.6% | +84.4% |
| 3Y | +50.1% | +19.6% | +30.5% | +49.1% |
| 5Y | +127.4% | -2.3% | +129.8% | +125.8% |
| 10Y | +240.0% | +181.4% | +58.6% | +235.0% |
| All | +753.8% | +755.0% | -1.2% | +770.0% |
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 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