+2,566.3%
MRK vs CB
+7,117.7%
-4,551.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 6M | +34.7% | +16.2% | +18.5% | +29.4% |
| YTD | +43.6% | +19.3% | +24.2% | +36.9% |
| 1Y | +75.7% | +29.2% | +46.5% | +64.3% |
| 3Y | +60.0% | +71.4% | -11.4% | +38.7% |
| 5Y | +105.4% | +104.2% | +1.1% | +69.2% |
| 10Y | +224.1% | +246.7% | -22.5% | +128.8% |
| All | +2,566.3% | +7,117.7% | -4,551.4% | +1,003.2% |
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 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