+2,591.4%
MRK vs CB
+6,559.4%
-3,968.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +17.1% | -3.1% | +20.2% | +18.0% |
| 3M | +25.9% | +9.0% | +17.0% | +23.0% |
| 6M | +26.8% | +2.9% | +24.0% | +25.6% |
| YTD | +44.9% | +10.1% | +34.8% | +41.1% |
| 1Y | +84.8% | +22.8% | +62.0% | +75.0% |
| 3Y | +50.1% | +73.8% | -23.7% | +29.7% |
| 5Y | +127.4% | +99.2% | +28.3% | +88.5% |
| 10Y | +240.0% | +218.2% | +21.7% | +145.1% |
| All | +2,591.4% | +6,559.4% | -3,968.0% | +1,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling