+130.3%
MRK vs CHD
+19.7%
+110.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -5.0% | -4.7% | -0.3% | -3.4% |
| 30D | +11.0% | -8.3% | +19.3% | +14.2% |
| 3M | +22.4% | -4.0% | +26.4% | +23.9% |
| 6M | +25.4% | -6.5% | +31.9% | +27.9% |
| YTD | +39.5% | +13.1% | +26.4% | +33.7% |
| 1Y | +78.0% | +2.3% | +75.7% | +76.0% |
| 3Y | +45.5% | +1.8% | +43.8% | +44.0% |
| 5Y | +130.3% | +20.6% | +109.7% | +107.5% |
| All | +130.3% | +19.7% | +110.6% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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