+45.4%
MRK vs CBOE
+89.1%
-43.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -4.3% | -5.8% | +1.6% | -3.9% |
| 30D | +8.3% | -3.1% | +11.4% | +8.4% |
| 3M | +20.0% | -4.8% | +24.8% | +20.5% |
| 6M | +25.7% | -0.6% | +26.2% | +25.6% |
| YTD | +38.7% | +12.8% | +25.9% | +36.9% |
| 1Y | +74.7% | +19.8% | +54.9% | +71.2% |
| 3Y | +45.4% | +86.9% | -41.6% | +33.3% |
| All | +45.4% | +89.1% | -43.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling