+4,224.1%
KO vs MRK
+3,732.8%
+491.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | -1.1% | -5.0% | +3.9% | +0.4% |
| 30D | +1.6% | +11.0% | -9.4% | -1.9% |
| 3M | +5.8% | +22.4% | -16.6% | -1.0% |
| 6M | +14.3% | +25.4% | -11.1% | +5.9% |
| YTD | +27.3% | +39.5% | -12.2% | +14.1% |
| 1Y | +33.2% | +78.0% | -44.8% | +10.4% |
| 3Y | +64.5% | +45.5% | +18.9% | +42.5% |
| 5Y | +83.1% | +130.3% | -47.2% | +35.6% |
| 10Y | +183.9% | +229.8% | -45.9% | +85.9% |
| All | +4,224.1% | +3,732.8% | +491.3% | +622.1% |
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