+78.0%
MRK vs CAPR
+26.9%
+51.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.9% |
| 7D | -5.0% | -10.6% | +5.6% | -5.0% |
| 30D | +11.0% | +111.2% | -100.2% | +10.6% |
| 3M | +22.4% | -67.2% | +89.6% | +22.5% |
| 6M | +25.4% | -75.1% | +100.5% | +25.6% |
| YTD | +39.5% | -71.2% | +110.7% | +39.6% |
| 1Y | +78.0% | +31.1% | +46.8% | +78.2% |
| All | +78.0% | +26.9% | +51.1% | +78.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling