+1,157.1%
CAT vs MRK
+235.2%
+921.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +2.9% | -2.7% | +5.6% | +3.8% |
| 30D | -2.6% | +12.7% | -15.3% | -6.7% |
| 3M | -10.7% | +24.2% | -34.9% | -17.5% |
| 6M | +16.1% | +27.8% | -11.7% | +6.1% |
| YTD | +43.2% | +42.2% | +1.0% | +26.1% |
| 1Y | +96.8% | +80.2% | +16.6% | +58.9% |
| 3Y | +201.4% | +48.4% | +153.0% | +153.1% |
| 5Y | +332.7% | +133.6% | +199.1% | +184.7% |
| 10Y | +1,157.1% | +236.2% | +920.9% | +601.1% |
| All | +1,157.1% | +235.2% | +921.9% | +601.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling