+630.4%
MRK vs CBOE
+1,020.3%
-390.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | +12.7% | +2.7% | +10.0% | +11.8% |
| 3M | +24.2% | +0.7% | +23.5% | +23.3% |
| 6M | +27.8% | -2.0% | +29.8% | +27.0% |
| YTD | +42.2% | +17.1% | +25.1% | +35.6% |
| 1Y | +80.2% | +26.5% | +53.7% | +68.6% |
| 3Y | +48.4% | +96.1% | -47.7% | +24.0% |
| 5Y | +133.6% | +149.3% | -15.7% | +82.5% |
| 10Y | +236.2% | +386.5% | -150.2% | +119.3% |
| All | +630.4% | +1,020.3% | -390.0% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling