+229.0%
MRK vs CAPR
-63.2%
+292.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.6% | -0.1% |
| 7D | 0.0% | +19.1% | -19.1% | -0.1% |
| 30D | +3.5% | +48.8% | -45.3% | +3.1% |
| 3M | +11.2% | +144.4% | -133.2% | +10.3% |
| 6M | +32.5% | -67.5% | +100.0% | +32.7% |
| YTD | +42.5% | -64.5% | +107.0% | +42.5% |
| 1Y | +65.4% | +74.4% | -9.0% | +61.3% |
| 3Y | +58.8% | +265.7% | -206.9% | +53.1% |
| 5Y | +103.9% | +196.0% | -92.1% | +96.4% |
| All | +229.0% | -63.2% | +292.1% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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