+963.7%
MRK vs CF
+5,310.1%
-4,346.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.3% | -0.9% | +1.1% | +0.3% |
| 30D | +2.2% | +6.9% | -4.8% | +1.1% |
| 3M | +16.4% | +4.8% | +11.5% | +15.2% |
| 6M | +35.3% | +4.7% | +30.7% | +33.7% |
| YTD | +44.2% | +56.5% | -12.2% | +33.1% |
| 1Y | +77.5% | +48.4% | +29.1% | +65.0% |
| 3Y | +59.2% | +59.1% | +0.1% | +44.4% |
| 5Y | +109.6% | +109.5% | 0.0% | +76.8% |
| 10Y | +229.6% | +487.0% | -257.3% | +123.1% |
| All | +963.7% | +5,310.1% | -4,346.4% | +370.6% |
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