+84.8%
MRK vs CFG
+40.4%
+44.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | +1.5% | -0.2% | +1.1% |
| 30D | +17.1% | -3.8% | +21.0% | +17.7% |
| 3M | +25.9% | +11.5% | +14.4% | +22.7% |
| 6M | +26.8% | +19.2% | +7.6% | +21.8% |
| YTD | +44.9% | +23.7% | +21.2% | +37.3% |
| 1Y | +84.8% | +38.8% | +46.0% | +72.0% |
| All | +84.8% | +40.4% | +44.4% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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