+130.3%
MRK vs CAPR
+87.6%
+42.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.2% |
| 7D | -0.9% | -9.5% | +8.6% | -0.8% |
| 30D | +15.5% | +121.5% | -106.1% | +14.5% |
| 3M | +25.1% | -65.4% | +90.5% | +25.5% |
| 6M | +30.1% | -67.5% | +97.6% | +30.5% |
| YTD | +43.1% | -68.6% | +111.7% | +43.5% |
| 1Y | +82.5% | +42.7% | +39.8% | +76.8% |
| 3Y | +49.3% | +43.4% | +6.0% | +40.8% |
| 5Y | +130.3% | +86.0% | +44.2% | +111.6% |
| All | +130.3% | +87.6% | +42.7% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling