+2,542.5%
MRK vs CB
+7,037.7%
-4,495.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.3% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +2.8% | +9.1% | -6.3% | +0.5% |
| 3M | +15.0% | +3.4% | +11.6% | +13.9% |
| 6M | +30.9% | +14.1% | +16.8% | +26.4% |
| YTD | +42.3% | +18.0% | +24.3% | +36.1% |
| 1Y | +76.1% | +30.1% | +45.9% | +64.4% |
| 3Y | +54.1% | +71.8% | -17.7% | +33.6% |
| 5Y | +109.5% | +101.8% | +7.7% | +73.2% |
| 10Y | +254.8% | +252.1% | +2.6% | +149.6% |
| All | +2,542.5% | +7,037.7% | -4,495.2% | +996.4% |
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