+236.2%
MRK vs CB
+219.8%
+16.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +12.7% | -3.1% | +15.8% | +13.7% |
| 3M | +24.2% | +4.2% | +20.1% | +22.3% |
| 6M | +27.8% | +4.7% | +23.1% | +25.4% |
| YTD | +42.2% | +8.8% | +33.4% | +37.6% |
| 1Y | +80.2% | +22.6% | +57.6% | +67.4% |
| 3Y | +48.4% | +70.6% | -22.2% | +22.3% |
| 5Y | +133.6% | +99.4% | +34.1% | +80.1% |
| 10Y | +236.2% | +223.5% | +12.8% | +111.5% |
| All | +236.2% | +219.8% | +16.5% | +111.5% |
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