+82.5%
MRK vs CF
+60.9%
+21.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.2% |
| 7D | -0.9% | -0.9% | 0.0% | -1.0% |
| 30D | +15.5% | +18.1% | -2.6% | +16.8% |
| 3M | +25.1% | +23.4% | +1.7% | +27.2% |
| 6M | +30.1% | +17.1% | +13.0% | +32.2% |
| YTD | +43.1% | +76.2% | -33.1% | +47.6% |
| 1Y | +82.5% | +62.3% | +20.2% | +88.2% |
| All | +82.5% | +60.9% | +21.5% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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