+234.3%
MRK vs SWKS
+30.1%
+204.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.5% |
| 7D | -0.9% | +11.8% | -12.8% | -2.4% |
| 30D | +15.5% | +6.7% | +8.7% | +14.4% |
| 3M | +25.1% | 0.0% | +25.1% | +24.6% |
| 6M | +30.1% | +38.7% | -8.6% | +23.1% |
| YTD | +43.1% | +21.4% | +21.8% | +37.7% |
| 1Y | +82.5% | +2.9% | +79.6% | +79.0% |
| 3Y | +49.3% | -16.4% | +65.7% | +46.6% |
| 5Y | +130.3% | -51.2% | +181.4% | +142.9% |
| 10Y | +234.3% | +31.0% | +203.3% | +165.8% |
| All | +234.3% | +30.1% | +204.2% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SWKS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling