+230.8%
MRK vs CHRW
+128.6%
+102.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +0.7% | +7.3% | -6.6% | -0.1% |
| 30D | +0.3% | -3.6% | +3.8% | +0.5% |
| 3M | +9.7% | -9.6% | +19.2% | +10.6% |
| 6M | +32.0% | -17.0% | +49.0% | +33.7% |
| YTD | +43.3% | -15.4% | +58.7% | +43.8% |
| 1Y | +63.7% | -10.0% | +73.7% | +62.9% |
| 3Y | +58.0% | +82.2% | -24.1% | +39.5% |
| 5Y | +105.0% | +59.4% | +45.6% | +80.9% |
| All | +230.8% | +128.6% | +102.1% | +171.1% |
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