+203.9%
CAT vs MRK
+51.4%
+152.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.2% |
| 7D | +5.6% | -0.9% | +6.5% | +5.7% |
| 30D | -2.3% | +15.5% | -17.8% | -4.3% |
| 3M | -10.0% | +25.1% | -35.1% | -12.9% |
| 6M | +21.2% | +30.1% | -8.8% | +16.6% |
| YTD | +44.4% | +43.1% | +1.3% | +37.4% |
| 1Y | +96.3% | +82.5% | +13.8% | +81.2% |
| 3Y | +203.9% | +49.3% | +154.6% | +173.4% |
| All | +203.9% | +51.4% | +152.5% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling