+1,188.5%
WDC vs MRK
+230.6%
+957.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.8% |
| 7D | -4.3% | -4.3% | -0.1% | -3.3% |
| 30D | -1.5% | +8.3% | -9.8% | -3.9% |
| 3M | -15.5% | +20.0% | -35.5% | -20.6% |
| 6M | +66.5% | +25.7% | +40.8% | +53.7% |
| YTD | +159.9% | +38.7% | +121.1% | +132.3% |
| 1Y | +366.0% | +74.7% | +291.3% | +284.4% |
| 3Y | +1,285.8% | +45.4% | +1,240.5% | +1,082.9% |
| 5Y | +925.6% | +129.0% | +796.5% | +562.6% |
| All | +1,188.5% | +230.6% | +957.9% | +649.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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