+105.7%
MRK vs CHRW
+58.8%
+47.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +0.7% | +7.3% | -6.6% | +0.4% |
| 30D | +0.3% | -3.6% | +3.8% | +0.4% |
| 3M | +9.7% | -9.6% | +19.2% | +10.1% |
| 6M | +32.0% | -17.0% | +49.0% | +32.7% |
| YTD | +43.3% | -15.4% | +58.7% | +43.4% |
| 1Y | +63.7% | -10.0% | +73.7% | +63.3% |
| 3Y | +58.0% | +82.2% | -24.1% | +50.3% |
| All | +105.7% | +58.8% | +47.0% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling