+224.4%
MRK vs WU
-39.1%
+263.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.3% | -3.5% | -0.8% | -3.6% |
| 30D | +8.3% | -2.9% | +11.2% | +8.8% |
| 3M | +20.0% | -2.3% | +22.3% | +19.7% |
| 6M | +25.7% | -25.4% | +51.0% | +31.8% |
| YTD | +38.7% | -21.2% | +59.9% | +43.8% |
| 1Y | +74.7% | -8.9% | +83.5% | +75.2% |
| 3Y | +45.4% | -29.0% | +74.3% | +51.2% |
| 5Y | +129.0% | -50.7% | +179.8% | +155.5% |
| All | +224.4% | -39.1% | +263.5% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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