+3,763.3%
MRK vs CHD
+10,010.3%
-6,247.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | -0.9% | -2.9% | +2.0% | -0.2% |
| 30D | +15.5% | -6.2% | +21.7% | +17.2% |
| 3M | +25.1% | +1.6% | +23.6% | +24.5% |
| 6M | +30.1% | -3.5% | +33.6% | +31.0% |
| YTD | +43.1% | +16.2% | +26.9% | +37.8% |
| 1Y | +82.5% | +3.4% | +79.1% | +80.5% |
| 3Y | +49.3% | +4.6% | +44.7% | +46.6% |
| 5Y | +130.3% | +21.1% | +109.1% | +116.9% |
| 10Y | +234.3% | +126.5% | +107.8% | +170.3% |
| All | +3,763.3% | +10,010.3% | -6,247.0% | +1,428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling