+768.4%
MRK vs CHRW
+4,173.0%
-3,404.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.6% |
| 30D | +17.1% | -3.5% | +20.6% | +17.7% |
| 3M | +25.9% | -19.4% | +45.3% | +29.9% |
| 6M | +26.8% | -21.4% | +48.2% | +30.9% |
| YTD | +44.9% | -7.1% | +52.0% | +44.4% |
| 1Y | +84.8% | +17.8% | +67.0% | +75.3% |
| 3Y | +50.1% | +78.8% | -28.7% | +29.1% |
| 5Y | +127.4% | +83.5% | +43.9% | +90.8% |
| 10Y | +240.0% | +160.2% | +79.7% | +159.0% |
| All | +768.4% | +4,173.0% | -3,404.6% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling