+285.2%
MRK vs W
+176.2%
+109.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.4% |
| 7D | +1.3% | -4.2% | +5.5% | +1.5% |
| 30D | +17.1% | -7.6% | +24.7% | +17.5% |
| 3M | +25.9% | +37.2% | -11.3% | +24.1% |
| 6M | +26.8% | +26.3% | +0.5% | +25.2% |
| YTD | +44.9% | -1.0% | +45.9% | +44.0% |
| 1Y | +84.8% | +20.1% | +64.8% | +82.0% |
| 3Y | +50.1% | +37.8% | +12.3% | +44.4% |
| 5Y | +127.4% | -63.7% | +191.1% | +126.8% |
| 10Y | +240.0% | +156.3% | +83.6% | +182.1% |
| All | +285.2% | +176.2% | +109.0% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling