+50.8%
MRK vs CART
+40.2%
+10.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +0.7% | +1.3% | -0.6% | +0.7% |
| 30D | +0.3% | +19.2% | -18.9% | +0.3% |
| 3M | +9.7% | +17.6% | -7.9% | +9.7% |
| 6M | +32.0% | +47.4% | -15.4% | +32.1% |
| YTD | +43.3% | +30.9% | +12.4% | +43.6% |
| 1Y | +63.7% | +46.0% | +17.7% | +63.7% |
| 3Y | +58.0% | +130.3% | -72.3% | +54.3% |
| All | +50.8% | +40.2% | +10.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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