+207.3%
CAT vs MRK
+107.1%
+100.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -6.3% | +2.3% | -8.6% | -6.6% |
| 30D | -26.8% | +1.7% | -28.5% | -27.0% |
| 3M | -30.0% | +13.8% | -43.8% | -31.6% |
| 6M | -34.6% | +34.7% | -69.3% | -38.2% |
| YTD | +2.9% | +43.6% | -40.6% | -3.6% |
| 1Y | +3.3% | +75.7% | -72.4% | -6.4% |
| 3Y | +153.7% | +60.0% | +93.7% | +124.7% |
| 5Y | +207.3% | +105.4% | +101.9% | +148.6% |
| All | +207.3% | +107.1% | +100.2% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling