+240.6%
MRK vs SWK
+3.3%
+237.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +1.3% | -0.4% | +1.8% | +1.4% |
| 30D | +17.1% | -5.7% | +22.9% | +18.2% |
| 3M | +25.9% | +24.1% | +1.8% | +21.2% |
| 6M | +26.8% | +24.7% | +2.1% | +21.6% |
| YTD | +44.9% | +33.9% | +11.0% | +37.1% |
| 1Y | +84.8% | +34.7% | +50.2% | +74.4% |
| 3Y | +50.1% | +15.3% | +34.8% | +41.5% |
| 5Y | +127.4% | -39.3% | +166.7% | +139.2% |
| All | +240.6% | +3.3% | +237.3% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling