+45.4%
MRK vs WY
-24.8%
+70.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -4.3% | -4.2% | -0.1% | -3.0% |
| 30D | +8.3% | -10.1% | +18.4% | +11.9% |
| 3M | +20.0% | -8.5% | +28.5% | +23.1% |
| 6M | +25.7% | -3.3% | +29.0% | +26.8% |
| YTD | +38.7% | -4.4% | +43.1% | +40.0% |
| 1Y | +74.7% | -11.5% | +86.2% | +79.8% |
| 3Y | +45.4% | -24.3% | +69.7% | +54.2% |
| All | +45.4% | -24.8% | +70.1% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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