+108.3%
MRK vs CEG
+703.5%
-595.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -2.7% | +1.3% | -4.0% | -2.7% |
| 30D | +12.7% | +8.8% | +3.8% | +12.5% |
| 3M | +24.2% | +17.0% | +7.3% | +23.8% |
| 6M | +27.8% | -8.7% | +36.5% | +27.9% |
| YTD | +42.2% | -16.4% | +58.6% | +42.6% |
| 1Y | +80.2% | -1.8% | +81.9% | +79.6% |
| 3Y | +48.4% | +175.8% | -127.4% | +33.6% |
| All | +108.3% | +703.5% | -595.2% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling