+770.0%
WDC vs MRK
+60.2%
+709.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.0% |
| 7D | +12.1% | +0.7% | +11.4% | +12.1% |
| 30D | -18.8% | +0.3% | -19.1% | -18.7% |
| 3M | -39.3% | +9.7% | -49.0% | -38.8% |
| 6M | -40.1% | +32.0% | -72.1% | -40.2% |
| YTD | +71.8% | +43.3% | +28.5% | +71.1% |
| 1Y | +88.5% | +63.7% | +24.8% | +86.0% |
| 3Y | +770.0% | +58.0% | +712.0% | +751.9% |
| All | +770.0% | +60.2% | +709.8% | +751.9% |
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