+45.4%
MRK vs CARR
+1.4%
+44.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.7% |
| 7D | -4.3% | -3.8% | -0.5% | -3.9% |
| 30D | +8.3% | -8.9% | +17.2% | +9.2% |
| 3M | +20.0% | -17.3% | +37.4% | +21.9% |
| 6M | +25.7% | -1.4% | +27.1% | +24.7% |
| YTD | +38.7% | +10.0% | +28.7% | +36.1% |
| 1Y | +74.7% | -6.4% | +81.0% | +73.8% |
| 3Y | +45.4% | +1.5% | +43.8% | +42.4% |
| All | +45.4% | +1.4% | +44.0% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling