+4,803.1%
CVX vs MRK
+3,807.5%
+995.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +1.0% | -2.7% | +3.7% | +1.8% |
| 30D | +10.7% | +12.7% | -2.0% | +6.4% |
| 3M | +15.5% | +24.2% | -8.8% | +7.6% |
| 6M | +14.9% | +27.8% | -12.9% | +5.7% |
| YTD | +44.2% | +42.2% | +2.0% | +28.2% |
| 1Y | +43.5% | +80.2% | -36.7% | +18.0% |
| 3Y | +45.0% | +48.4% | -3.4% | +24.3% |
| 5Y | +172.2% | +133.6% | +38.6% | +99.2% |
| 10Y | +221.9% | +236.2% | -14.3% | +112.2% |
| All | +4,803.1% | +3,807.5% | +995.6% | +1,704.0% |
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