+84.6%
MRK vs CEG
-33.0%
+117.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.7% | +10.6% | +4.0% |
| 7D | +6.7% | -4.8% | +11.5% | +6.7% |
| 30D | +7.8% | -8.2% | +15.9% | +7.8% |
| 3M | +18.2% | -7.9% | +26.1% | +18.2% |
| 6M | +34.7% | -23.2% | +57.9% | +34.6% |
| YTD | +45.8% | -30.1% | +75.9% | +46.0% |
| 1Y | +84.6% | -31.9% | +116.5% | +84.8% |
| All | +84.6% | -33.0% | +117.6% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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