+103.9%
MRK vs SWK
-28.9%
+132.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | +3.5% | +24.6% | -21.1% | +1.2% |
| 3M | +11.2% | +10.8% | +0.4% | +10.0% |
| 6M | +32.5% | +46.1% | -13.6% | +27.4% |
| YTD | +42.5% | +56.8% | -14.4% | +35.7% |
| 1Y | +65.4% | +72.7% | -7.3% | +56.2% |
| 3Y | +58.8% | +49.9% | +9.0% | +48.5% |
| 5Y | +103.9% | -30.9% | +134.7% | +93.5% |
| All | +103.9% | -28.9% | +132.7% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling