+224.4%
MRK vs CG
+314.7%
-90.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -4.3% | -9.9% | +5.6% | -3.1% |
| 30D | +8.3% | -11.7% | +19.9% | +9.9% |
| 3M | +20.0% | -4.3% | +24.3% | +20.5% |
| 6M | +25.7% | -8.8% | +34.4% | +26.6% |
| YTD | +38.7% | -26.9% | +65.6% | +43.2% |
| 1Y | +74.7% | -35.4% | +110.1% | +82.8% |
| 3Y | +45.4% | +43.0% | +2.3% | +33.6% |
| 5Y | +129.0% | +1.9% | +127.1% | +116.5% |
| All | +224.4% | +314.7% | -90.3% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling