+224.4%
MRK vs CAG
-36.2%
+260.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -4.3% | -5.7% | +1.4% | -2.9% |
| 30D | +8.3% | -2.4% | +10.7% | +9.0% |
| 3M | +20.0% | +9.8% | +10.3% | +17.2% |
| 6M | +25.7% | -10.8% | +36.5% | +28.5% |
| YTD | +38.7% | -10.8% | +49.6% | +41.6% |
| 1Y | +74.7% | -19.0% | +93.6% | +82.1% |
| 3Y | +45.4% | -39.7% | +85.0% | +60.5% |
| 5Y | +129.0% | -43.0% | +172.0% | +155.1% |
| All | +224.4% | -36.2% | +260.6% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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