+8.9%
CAT vs MRK
+87.2%
-78.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.9% | -9.2% | -5.4% |
| 7D | -17.1% | +6.7% | -23.8% | -17.5% |
| 30D | -30.1% | +7.8% | -37.9% | -30.5% |
| 3M | -32.4% | +18.2% | -50.5% | -33.8% |
| 6M | -32.1% | +34.7% | -66.8% | -35.9% |
| YTD | +4.1% | +45.8% | -41.7% | -1.5% |
| 1Y | +8.9% | +84.6% | -75.7% | +3.6% |
| All | +8.9% | +87.2% | -78.3% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling