+968.7%
MRK vs CF
+5,948.3%
-4,979.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | +1.3% | +6.0% | -4.7% | +0.5% |
| 30D | +17.1% | +14.8% | +2.3% | +14.8% |
| 3M | +25.9% | +14.1% | +11.8% | +23.3% |
| 6M | +26.8% | +28.5% | -1.7% | +21.0% |
| YTD | +44.9% | +74.9% | -30.0% | +32.0% |
| 1Y | +84.8% | +61.7% | +23.1% | +69.9% |
| 3Y | +50.1% | +80.3% | -30.2% | +33.9% |
| 5Y | +127.4% | +226.0% | -98.6% | +79.5% |
| 10Y | +240.0% | +569.9% | -329.9% | +125.9% |
| All | +968.7% | +5,948.3% | -4,979.7% | +366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling