+135.9%
WMT vs MRK
+128.0%
+7.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | 0.0% | -4.3% | +4.3% | +0.6% |
| 30D | -7.4% | +8.3% | -15.7% | -8.5% |
| 3M | -10.9% | +20.0% | -30.9% | -13.2% |
| 6M | -12.7% | +25.7% | -38.3% | -15.6% |
| YTD | -3.2% | +38.7% | -42.0% | -7.5% |
| 1Y | +5.3% | +74.7% | -69.4% | -2.5% |
| 3Y | +101.9% | +45.4% | +56.5% | +89.9% |
| All | +135.9% | +128.0% | +7.9% | +112.0% |
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