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  • MRK vs CG✓SelectedUSD · CGMRK vs CG performance historyLatest closeAs of-1.32%09/04
Stock and ETF performance explorer

MRK vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+84.8%
CG return
-24.3%
Excess return
+109.1%
Maximum drawdown
-11.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D-1.3%-1.6%+0.3%-1.2%
7D+1.3%-4.3%+5.7%+1.5%
30D+17.1%-5.1%+22.2%+17.3%
3M+25.9%+8.7%+17.2%+25.8%
6M+26.8%-9.2%+36.0%+27.0%
YTD+44.9%-18.9%+63.8%+45.9%
1Y+84.8%-25.6%+110.5%+76.1%
All+84.8%-24.3%+109.1%+76.1%

Cumulative growth

Daily Returns

Daily percentage return beside CG.

Daily Out/Under-Performance

Portfolio return minus CG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CG 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 CG 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