+18,551.4%
CAT vs MRK
+3,844.4%
+14,707.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -6.3% | +2.3% | -8.6% | -7.0% |
| 30D | -26.8% | +1.7% | -28.5% | -27.4% |
| 3M | -30.0% | +13.8% | -43.8% | -33.4% |
| 6M | -34.6% | +34.7% | -69.3% | -41.2% |
| YTD | +2.9% | +43.6% | -40.6% | -9.4% |
| 1Y | +3.3% | +75.7% | -72.4% | -14.9% |
| 3Y | +153.7% | +60.0% | +93.7% | +110.4% |
| 5Y | +207.3% | +105.4% | +101.9% | +132.2% |
| 10Y | +674.0% | +224.1% | +449.9% | +398.7% |
| All | +18,551.4% | +3,844.4% | +14,707.0% | +5,144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling