+3,739.1%
MRK vs CAG
+588.0%
+3,151.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.7% | -6.6% | +3.9% | -0.7% |
| 30D | +12.7% | +2.3% | +10.4% | +12.0% |
| 3M | +24.2% | +16.3% | +7.9% | +18.2% |
| 6M | +27.8% | -16.0% | +43.9% | +33.8% |
| YTD | +42.2% | -7.7% | +49.9% | +44.3% |
| 1Y | +80.2% | -16.0% | +96.2% | +88.2% |
| 3Y | +48.4% | -37.7% | +86.1% | +67.7% |
| 5Y | +133.6% | -41.2% | +174.8% | +166.3% |
| 10Y | +236.2% | -33.8% | +270.0% | +247.2% |
| All | +3,739.1% | +588.0% | +3,151.1% | +1,470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling