+229.3%
MRK vs SWKS
+35.1%
+194.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +2.3% | -3.1% | +5.5% | +2.7% |
| 30D | +1.7% | +8.3% | -6.6% | +0.7% |
| 3M | +13.8% | +20.2% | -6.5% | +10.6% |
| 6M | +34.7% | +24.9% | +9.7% | +29.4% |
| YTD | +43.6% | +33.2% | +10.4% | +36.0% |
| 1Y | +75.7% | +23.6% | +52.1% | +68.0% |
| 3Y | +60.0% | +1.3% | +58.8% | +52.5% |
| 5Y | +105.4% | -40.6% | +145.9% | +108.9% |
| All | +229.3% | +35.1% | +194.1% | +165.7% |
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