+160.9%
MRK vs CARR
+414.1%
-253.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.3% | -1.7% |
| 7D | -5.0% | -4.1% | -0.9% | -4.6% |
| 30D | +11.0% | -11.0% | +21.9% | +12.1% |
| 3M | +22.4% | -16.4% | +38.8% | +24.2% |
| 6M | +25.4% | -2.4% | +27.8% | +24.9% |
| YTD | +39.5% | +8.4% | +31.1% | +37.5% |
| 1Y | +78.0% | -8.0% | +86.0% | +78.1% |
| 3Y | +45.5% | +0.6% | +45.0% | +43.3% |
| 5Y | +130.3% | +7.7% | +122.5% | +122.8% |
| All | +160.9% | +414.1% | -253.1% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling