+230.8%
MRK vs CB
+250.2%
-19.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +0.7% | +2.9% | -2.2% | -0.3% |
| 30D | +0.3% | +7.3% | -7.0% | -2.1% |
| 3M | +9.7% | +9.4% | +0.3% | +6.3% |
| 6M | +32.0% | +19.6% | +12.3% | +23.9% |
| YTD | +43.3% | +21.5% | +21.8% | +33.6% |
| 1Y | +63.7% | +28.0% | +35.7% | +49.9% |
| 3Y | +58.0% | +74.9% | -16.9% | +29.2% |
| 5Y | +105.0% | +108.1% | -3.2% | +56.0% |
| All | +230.8% | +250.2% | -19.4% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling