+129.9%
MRK vs CAG
-43.1%
+173.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -4.3% | -5.7% | +1.4% | -2.5% |
| 30D | +8.3% | -2.4% | +10.7% | +9.2% |
| 3M | +20.0% | +9.8% | +10.3% | +16.3% |
| 6M | +25.7% | -10.8% | +36.5% | +29.7% |
| YTD | +38.7% | -10.8% | +49.6% | +42.7% |
| 1Y | +74.7% | -19.0% | +93.6% | +85.2% |
| 3Y | +45.4% | -39.7% | +85.0% | +66.8% |
| All | +129.9% | -43.1% | +173.0% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling