+238.6%
MRK vs SWKS
+27.8%
+210.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.8% |
| 7D | +1.3% | +12.5% | -11.2% | -0.2% |
| 30D | +17.1% | +10.5% | +6.6% | +15.6% |
| 3M | +25.9% | -7.4% | +33.3% | +26.6% |
| 6M | +26.8% | +32.7% | -5.8% | +20.7% |
| YTD | +44.9% | +19.2% | +25.7% | +39.8% |
| 1Y | +84.8% | +2.4% | +82.5% | +81.5% |
| 3Y | +50.1% | -25.6% | +75.7% | +49.9% |
| 5Y | +127.4% | -53.4% | +180.8% | +141.8% |
| All | +238.6% | +27.8% | +210.8% | +169.8% |
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 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