+130.3%
MRK vs CG
+2.7%
+127.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.8% |
| 7D | -5.0% | -9.8% | +4.8% | -4.5% |
| 30D | +11.0% | -10.3% | +21.3% | +11.6% |
| 3M | +22.4% | -1.7% | +24.0% | +22.5% |
| 6M | +25.4% | -9.8% | +35.2% | +25.9% |
| YTD | +39.5% | -25.6% | +65.1% | +41.2% |
| 1Y | +78.0% | -32.5% | +110.5% | +80.8% |
| 3Y | +45.5% | +45.6% | -0.1% | +41.9% |
| 5Y | +130.3% | +3.7% | +126.6% | +123.7% |
| All | +130.3% | +2.7% | +127.6% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling