+74.7%
MRK vs CI
-5.7%
+80.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | +8.3% | +1.8% | +6.5% | +7.9% |
| 3M | +20.0% | -4.2% | +24.3% | +20.7% |
| 6M | +25.7% | +8.8% | +16.8% | +23.5% |
| YTD | +38.7% | +3.7% | +35.0% | +37.3% |
| 1Y | +74.7% | -6.1% | +80.8% | +76.2% |
| All | +74.7% | -5.7% | +80.4% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling