+269.9%
MRK vs CFG
+362.1%
-92.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +1.2% | +3.1% | -1.9% | +0.7% |
| 3M | +13.5% | -9.7% | +23.2% | +15.2% |
| 6M | +34.0% | +6.7% | +27.3% | +32.3% |
| YTD | +42.7% | +15.2% | +27.5% | +38.9% |
| 1Y | +66.6% | +28.8% | +37.8% | +59.2% |
| 3Y | +59.1% | +190.1% | -131.0% | +30.8% |
| 5Y | +104.1% | +63.4% | +40.7% | +81.8% |
| 10Y | +227.3% | +219.8% | +7.6% | +127.3% |
| All | +269.9% | +362.1% | -92.3% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling