+224.4%
MRK vs CAH
+294.8%
-70.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.3% | -5.1% | +0.8% | -3.0% |
| 30D | +8.3% | +0.2% | +8.1% | +8.2% |
| 3M | +20.0% | +6.3% | +13.7% | +18.1% |
| 6M | +25.7% | +9.4% | +16.3% | +22.7% |
| YTD | +38.7% | +15.0% | +23.8% | +33.4% |
| 1Y | +74.7% | +55.4% | +19.2% | +55.3% |
| 3Y | +45.4% | +173.8% | -128.5% | +10.1% |
| 5Y | +129.0% | +395.2% | -266.2% | +46.2% |
| All | +224.4% | +294.8% | -70.4% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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