+3,665.8%
MRK vs CDE
-89.9%
+3,755.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.8% |
| 7D | -5.0% | -6.1% | +1.0% | -4.8% |
| 30D | +11.0% | +9.5% | +1.5% | +10.7% |
| 3M | +22.4% | +32.0% | -9.6% | +21.3% |
| 6M | +25.4% | -12.8% | +38.2% | +25.5% |
| YTD | +39.5% | +14.2% | +25.3% | +38.3% |
| 1Y | +78.0% | +36.3% | +41.7% | +75.2% |
| 3Y | +45.5% | +821.4% | -775.9% | +34.3% |
| 5Y | +130.3% | +194.3% | -64.0% | +116.7% |
| 10Y | +229.8% | +53.2% | +176.6% | +206.0% |
| All | +3,665.8% | -89.9% | +3,755.7% | +3,195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling