+226.2%
MRK vs W
+155.6%
+70.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.8% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | +11.0% | -5.6% | +16.5% | +11.2% |
| 3M | +22.4% | +41.9% | -19.5% | +20.5% |
| 6M | +25.4% | +30.2% | -4.8% | +23.7% |
| YTD | +39.5% | -2.9% | +42.4% | +38.7% |
| 1Y | +78.0% | +11.6% | +66.4% | +75.7% |
| 3Y | +45.5% | +37.0% | +8.6% | +40.0% |
| 5Y | +130.3% | -62.8% | +193.1% | +130.8% |
| All | +226.2% | +155.6% | +70.5% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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