+3,739.1%
MRK vs CAH
+14,635.5%
-10,896.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | +12.7% | +1.2% | +11.5% | +12.3% |
| 3M | +24.2% | +13.1% | +11.1% | +19.7% |
| 6M | +27.8% | +8.5% | +19.4% | +24.5% |
| YTD | +42.2% | +17.6% | +24.6% | +34.9% |
| 1Y | +80.2% | +60.7% | +19.5% | +55.2% |
| 3Y | +48.4% | +183.2% | -134.8% | +6.3% |
| 5Y | +133.6% | +402.2% | -268.6% | +38.9% |
| 10Y | +236.2% | +302.3% | -66.1% | +100.0% |
| All | +3,739.1% | +14,635.5% | -10,896.3% | +775.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling