+49.0%
MRK vs CG
+48.1%
+0.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.4% |
| 7D | -2.7% | -6.4% | +3.7% | -2.3% |
| 30D | +12.7% | -7.1% | +19.7% | +13.3% |
| 3M | +24.2% | -1.6% | +25.8% | +24.4% |
| 6M | +27.8% | -8.3% | +36.2% | +28.4% |
| YTD | +42.2% | -23.8% | +66.0% | +44.4% |
| 1Y | +80.2% | -28.7% | +108.9% | +83.4% |
| All | +49.0% | +48.1% | +0.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling