+758.6%
MRK vs CHRW
+3,791.5%
-3,032.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +0.7% | +7.3% | -6.6% | -0.5% |
| 30D | +0.3% | -3.6% | +3.8% | +0.7% |
| 3M | +9.7% | -9.6% | +19.2% | +11.1% |
| 6M | +32.0% | -17.0% | +49.0% | +34.7% |
| YTD | +43.3% | -15.4% | +58.7% | +44.5% |
| 1Y | +63.7% | -10.0% | +73.7% | +63.1% |
| 3Y | +58.0% | +82.2% | -24.1% | +34.7% |
| 5Y | +105.0% | +59.4% | +45.6% | +75.8% |
| 10Y | +228.6% | +129.7% | +98.9% | +155.0% |
| All | +758.6% | +3,791.5% | -3,032.9% | +306.4% |
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