+688.6%
CAT vs MRK
+228.4%
+460.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +7.4% | +0.7% | +6.7% | +7.2% |
| 30D | -19.7% | +0.3% | -19.9% | -19.9% |
| 3M | -29.6% | +9.7% | -39.3% | -32.1% |
| 6M | -33.2% | +32.0% | -65.2% | -39.7% |
| YTD | +5.7% | +43.3% | -37.6% | -7.3% |
| 1Y | +9.3% | +63.7% | -54.3% | -8.4% |
| 3Y | +158.3% | +58.0% | +100.3% | +111.4% |
| 5Y | +211.6% | +105.0% | +106.6% | +121.7% |
| All | +688.6% | +228.4% | +460.3% | +345.5% |
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