+226.2%
MRK vs CHRW
+182.4%
+43.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -5.0% | +4.4% | -9.4% | -5.5% |
| 30D | +11.0% | +5.5% | +5.5% | +10.2% |
| 3M | +22.4% | -17.3% | +39.6% | +24.6% |
| 6M | +25.4% | -12.7% | +38.1% | +26.4% |
| YTD | +39.5% | -4.1% | +43.6% | +38.3% |
| 1Y | +78.0% | +21.2% | +56.7% | +70.3% |
| 3Y | +45.5% | +88.9% | -43.4% | +28.5% |
| 5Y | +130.3% | +93.1% | +37.2% | +96.9% |
| All | +226.2% | +182.4% | +43.7% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling