+957.1%
WDC vs MRK
+128.6%
+828.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.5% |
| 7D | +4.4% | -5.0% | +9.4% | +4.3% |
| 30D | +5.3% | +11.0% | -5.7% | +5.5% |
| 3M | -5.9% | +22.4% | -28.3% | -6.0% |
| 6M | +73.2% | +25.4% | +47.8% | +72.7% |
| YTD | +167.8% | +39.5% | +128.4% | +165.5% |
| 1Y | +386.0% | +78.0% | +308.0% | +375.0% |
| 3Y | +1,309.7% | +45.5% | +1,264.2% | +1,279.2% |
| 5Y | +957.1% | +130.3% | +826.8% | +837.2% |
| All | +957.1% | +128.6% | +828.5% | +837.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling