+234.3%
MRK vs WM
+305.2%
-70.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.6% |
| 30D | +15.5% | -4.3% | +19.8% | +17.6% |
| 3M | +25.1% | +0.8% | +24.3% | +24.5% |
| 6M | +30.1% | -10.8% | +40.8% | +35.9% |
| YTD | +43.1% | -0.1% | +43.2% | +42.1% |
| 1Y | +82.5% | +1.0% | +81.4% | +80.1% |
| 3Y | +49.3% | +45.1% | +4.2% | +22.4% |
| 5Y | +130.3% | +52.1% | +78.1% | +81.4% |
| 10Y | +234.3% | +302.9% | -68.6% | +80.5% |
| All | +234.3% | +305.2% | -70.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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