+130.3%
MRK vs CB
+98.8%
+31.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +15.5% | -3.9% | +19.4% | +16.7% |
| 3M | +25.1% | +4.9% | +20.2% | +23.0% |
| 6M | +30.1% | +3.3% | +26.8% | +28.4% |
| YTD | +43.1% | +8.5% | +34.6% | +39.1% |
| 1Y | +82.5% | +22.1% | +60.4% | +71.0% |
| 3Y | +49.3% | +70.1% | -20.8% | +26.3% |
| 5Y | +130.3% | +97.4% | +32.9% | +87.3% |
| All | +130.3% | +98.8% | +31.4% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling