+19,095.1%
CAT vs MRK
+3,821.2%
+15,273.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +1.7% | -2.1% | +3.9% | +2.5% |
| 30D | -24.6% | +1.2% | -25.7% | -25.1% |
| 3M | -28.5% | +13.5% | -42.0% | -31.9% |
| 6M | -34.8% | +34.0% | -68.8% | -41.3% |
| YTD | +5.9% | +42.7% | -36.8% | -6.6% |
| 1Y | +6.8% | +66.6% | -59.7% | -10.4% |
| 3Y | +161.1% | +59.1% | +102.0% | +116.9% |
| 5Y | +213.4% | +104.1% | +109.3% | +137.3% |
| 10Y | +700.3% | +227.3% | +473.0% | +414.1% |
| All | +19,095.1% | +3,821.2% | +15,273.8% | +5,306.9% |
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