+75.7%
MRK vs CB
+30.5%
+45.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.9% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +1.7% | +8.2% | -6.5% | -0.3% |
| 3M | +13.8% | +6.3% | +7.5% | +12.0% |
| 6M | +34.7% | +16.2% | +18.5% | +28.2% |
| YTD | +43.6% | +19.3% | +24.2% | +35.0% |
| 1Y | +75.7% | +29.2% | +46.5% | +54.2% |
| All | +75.7% | +30.5% | +45.2% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling