+93.5%
MRK vs CAI
-8.1%
+101.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +15.5% | +9.1% | +6.3% | +14.8% |
| 3M | +25.1% | +53.8% | -28.7% | +22.5% |
| 6M | +30.1% | +33.5% | -3.4% | +27.7% |
| YTD | +43.1% | -8.0% | +51.1% | +43.0% |
| 1Y | +82.5% | -28.7% | +111.1% | +85.8% |
| All | +93.5% | -8.1% | +101.6% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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