+131.3%
MRK vs CF
+227.0%
-95.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | +1.3% | +6.0% | -4.7% | +1.1% |
| 30D | +17.1% | +14.8% | +2.3% | +16.5% |
| 3M | +25.9% | +14.1% | +11.8% | +25.2% |
| 6M | +26.8% | +28.5% | -1.7% | +24.7% |
| YTD | +44.9% | +74.9% | -30.0% | +39.6% |
| 1Y | +84.8% | +61.7% | +23.1% | +78.7% |
| 3Y | +50.1% | +80.3% | -30.2% | +43.0% |
| All | +131.3% | +227.0% | -95.7% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling