+607.4%
MRK vs CAPR
-99.1%
+706.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +1.3% | -2.0% | +3.3% | +1.3% |
| 30D | +17.1% | +139.2% | -122.0% | +16.3% |
| 3M | +25.9% | -66.4% | +92.3% | +26.2% |
| 6M | +26.8% | -63.1% | +90.0% | +27.0% |
| YTD | +44.9% | -67.4% | +112.3% | +45.2% |
| 1Y | +84.8% | +58.2% | +26.6% | +80.4% |
| 3Y | +50.1% | +42.2% | +7.9% | +45.5% |
| 5Y | +127.4% | +87.3% | +40.2% | +119.3% |
| 10Y | +240.0% | -75.3% | +315.2% | +222.2% |
| All | +607.4% | -99.1% | +706.5% | +551.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling