+53.4%
MRK vs SWK
+15.2%
+38.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +1.3% | -0.4% | +1.8% | +1.4% |
| 30D | +17.1% | -5.7% | +22.9% | +18.0% |
| 3M | +25.9% | +24.1% | +1.8% | +22.0% |
| 6M | +26.8% | +24.7% | +2.1% | +22.4% |
| YTD | +44.9% | +33.9% | +11.0% | +38.2% |
| 1Y | +84.8% | +34.7% | +50.2% | +75.7% |
| All | +53.4% | +15.2% | +38.2% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling