+532.8%
MRK vs CG
+351.2%
+181.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +1.3% | -4.3% | +5.7% | +1.9% |
| 30D | +17.1% | -5.1% | +22.2% | +17.9% |
| 3M | +25.9% | +8.7% | +17.2% | +24.3% |
| 6M | +26.8% | -9.2% | +36.0% | +28.0% |
| YTD | +44.9% | -18.9% | +63.8% | +47.9% |
| 1Y | +84.8% | -25.6% | +110.5% | +90.5% |
| 3Y | +50.1% | +57.3% | -7.2% | +35.8% |
| 5Y | +127.4% | +10.2% | +117.3% | +112.0% |
| 10Y | +240.0% | +364.2% | -124.3% | +134.5% |
| All | +532.8% | +351.2% | +181.6% | +347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling