+136.5%
MRK vs TW
+211.2%
-74.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +12.7% | -0.6% | +13.3% | +12.7% |
| 3M | +24.2% | +3.4% | +20.8% | +23.3% |
| 6M | +27.8% | -18.4% | +46.3% | +31.0% |
| YTD | +42.2% | -3.9% | +46.1% | +42.0% |
| 1Y | +80.2% | -13.3% | +93.5% | +82.6% |
| 3Y | +48.4% | +20.8% | +27.5% | +41.4% |
| 5Y | +133.6% | +20.3% | +113.3% | +120.6% |
| All | +136.5% | +211.2% | -74.8% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 all: compounded portfolio wealth divided by compounded TW 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…
all analysis · Full analysis span regression · 6 months rolling