+25.4%
MRK vs CDE
-12.2%
+37.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | -5.0% | -6.1% | +1.0% | -4.5% |
| 30D | +11.0% | +9.5% | +1.5% | +10.1% |
| 3M | +22.4% | +32.0% | -9.6% | +20.1% |
| 6M | +25.4% | -12.8% | +38.2% | +28.2% |
| All | +25.4% | -12.2% | +37.6% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling