+84.6%
MRK vs CDE
+0.7%
+83.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.7% | -4.8% | +3.4% |
| 7D | +6.7% | +1.1% | +5.6% | +6.6% |
| 30D | +7.8% | -14.5% | +22.2% | +8.6% |
| 3M | +18.2% | -10.1% | +28.2% | +19.5% |
| 6M | +34.7% | -16.9% | +51.6% | +36.2% |
| YTD | +45.8% | -18.1% | +63.9% | +46.0% |
| 1Y | +84.6% | +5.6% | +78.9% | +81.8% |
| All | +84.6% | +0.7% | +83.8% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling