+224.4%
MRK vs CFG
+316.8%
-92.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | -4.3% | -0.4% | -3.8% | -4.2% |
| 30D | +8.3% | -4.6% | +12.9% | +9.0% |
| 3M | +20.0% | +6.7% | +13.4% | +18.7% |
| 6M | +25.7% | +22.1% | +3.6% | +21.8% |
| YTD | +38.7% | +23.2% | +15.6% | +34.1% |
| 1Y | +74.7% | +40.3% | +34.4% | +65.5% |
| 3Y | +45.4% | +187.9% | -142.5% | +21.6% |
| 5Y | +129.0% | +102.0% | +27.1% | +98.8% |
| All | +224.4% | +316.8% | -92.4% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling