+229.6%
MRK vs SWKS
+37.5%
+192.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +0.6% |
| 30D | +2.2% | +8.5% | -6.3% | +1.1% |
| 3M | +16.4% | +17.3% | -0.9% | +13.5% |
| 6M | +35.3% | +25.1% | +10.2% | +30.0% |
| YTD | +44.2% | +33.3% | +10.9% | +36.6% |
| 1Y | +77.5% | +22.9% | +54.6% | +69.9% |
| 3Y | +59.2% | +5.5% | +53.7% | +50.8% |
| 5Y | +109.6% | -41.9% | +151.5% | +114.1% |
| 10Y | +229.6% | +32.4% | +197.2% | +165.3% |
| All | +229.6% | +37.5% | +192.1% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling