+25,808.1%
CAT vs MRK
+3,881.6%
+21,926.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | -6.6% | +17.1% | -23.7% | -11.5% |
| 3M | -13.3% | +25.9% | -39.2% | -20.0% |
| 6M | +11.6% | +26.8% | -15.2% | +2.7% |
| YTD | +42.9% | +44.9% | -2.0% | +26.0% |
| 1Y | +95.4% | +84.8% | +10.6% | +58.6% |
| 3Y | +196.6% | +50.1% | +146.5% | +152.0% |
| 5Y | +321.7% | +127.4% | +194.2% | +207.9% |
| 10Y | +1,140.8% | +240.0% | +900.8% | +690.4% |
| All | +25,808.1% | +3,881.6% | +21,926.4% | +7,190.7% |
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