+8,900.5%
WMT vs MRK
+3,807.5%
+5,093.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.2% | -2.7% | +2.5% | +0.5% |
| 30D | -5.8% | +12.7% | -18.5% | -9.3% |
| 3M | -10.8% | +24.2% | -35.0% | -16.6% |
| 6M | -14.3% | +27.8% | -42.2% | -20.8% |
| YTD | -4.4% | +42.2% | -46.6% | -14.3% |
| 1Y | +4.3% | +80.2% | -75.9% | -13.2% |
| 3Y | +100.1% | +48.4% | +51.7% | +73.0% |
| 5Y | +130.8% | +133.6% | -2.8% | +71.4% |
| 10Y | +433.7% | +236.2% | +197.5% | +246.9% |
| All | +8,900.5% | +3,807.5% | +5,093.1% | +1,398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling