+57.1%
MRK vs W
+160.9%
-103.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | +3.5% | +3.2% | +0.3% | +3.4% |
| 3M | +11.2% | +8.3% | +2.9% | +10.9% |
| 6M | +32.5% | +84.3% | -51.8% | +30.1% |
| YTD | +42.5% | +11.0% | +31.5% | +41.3% |
| 1Y | +65.4% | -0.2% | +65.6% | +64.3% |
| All | +57.1% | +160.9% | -103.7% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling