+219.2%
CVX vs MRK
+230.6%
-11.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | +2.6% | -4.3% | +6.9% | +4.2% |
| 30D | +9.8% | +8.3% | +1.5% | +6.2% |
| 3M | +16.2% | +20.0% | -3.8% | +7.9% |
| 6M | +13.6% | +25.7% | -12.1% | +3.1% |
| YTD | +44.4% | +38.7% | +5.6% | +25.6% |
| 1Y | +40.6% | +74.7% | -34.1% | +10.6% |
| 3Y | +48.2% | +45.4% | +2.8% | +21.9% |
| 5Y | +172.3% | +129.0% | +43.2% | +67.1% |
| All | +219.2% | +230.6% | -11.4% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling