+224.4%
MRK vs WYNN
+1.1%
+223.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -4.3% | -4.2% | -0.1% | -4.0% |
| 30D | +8.3% | -14.6% | +22.9% | +9.5% |
| 3M | +20.0% | -18.4% | +38.5% | +21.7% |
| 6M | +25.7% | -11.9% | +37.6% | +26.6% |
| YTD | +38.7% | -26.6% | +65.3% | +41.5% |
| 1Y | +74.7% | -28.5% | +103.2% | +78.2% |
| 3Y | +45.4% | -5.1% | +50.5% | +44.0% |
| 5Y | +129.0% | -10.5% | +139.5% | +125.1% |
| All | +224.4% | +1.1% | +223.3% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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