+170.6%
CVX vs MRK
+128.6%
+42.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +0.7% | -5.0% | +5.7% | +1.4% |
| 30D | +9.1% | +11.0% | -1.8% | +7.2% |
| 3M | +13.1% | +22.4% | -9.3% | +9.4% |
| 6M | +16.3% | +25.4% | -9.1% | +11.8% |
| YTD | +43.5% | +39.5% | +4.0% | +35.3% |
| 1Y | +40.2% | +78.0% | -37.8% | +26.2% |
| 3Y | +44.2% | +45.5% | -1.3% | +31.7% |
| 5Y | +170.6% | +130.3% | +40.3% | +117.7% |
| All | +170.6% | +128.6% | +42.0% | +117.7% |
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 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