+1,328.4%
WDC vs MRK
+45.2%
+1,283.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.5% |
| 7D | +4.4% | -5.0% | +9.4% | +4.1% |
| 30D | +5.3% | +11.0% | -5.7% | +5.9% |
| 3M | -5.9% | +22.4% | -28.3% | -5.4% |
| 6M | +73.2% | +25.4% | +47.8% | +73.8% |
| YTD | +167.8% | +39.5% | +128.4% | +167.1% |
| 1Y | +386.0% | +78.0% | +308.0% | +377.6% |
| All | +1,328.4% | +45.2% | +1,283.3% | +1,385.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling